Police went to ABC Gold and Games after the 9-year-old son of Michael and Angela Hockensmith called 911, the Lexington Herald-Leader reported.
"The child reported what he called a robbery, and said three people had been shot," Gray said. "The door was locked from the inside, and we had to force entry by breaking glass into the business."
Gray said the boy and his toddler sister were in the store. Officers found the bodies of the Hockensmiths and Paul Gray, 60, of Richmond, Ky.
The killer was described as a heavy middle-age white man wearing a green camouflage jacket, Gray said.
Hockensmith, 35, owned the store, while friends told the Herald-Leader his wife often helped out there.
Notable deaths of 2014 [PHOTOS]