The shootings happened sometime after 9 p.m. Saturday, WFSB, Hartford, Conn., reported.
Police said they confronted the suspect, who was carrying a 13-month-old toddler and a hangun, in the parking lot after he left an apartment building.
The suspect put the child down before shooting himself, police said. WFSB said one officer shot once at the suspect, but it did not appear to hit him.
Police said they found the bodies of three women in an apartment who were shot and killed.
Though the child was unharmed, it was taken to the hospital to be evaluated.
Police did not immediately identify the victims.
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