The officer was arrested about three hours after the shootings occurred near a mental health hospital where he had been receiving treatment, Gulf News reported Thursday.
The shootings took place in Sa'ad Al Abdullah, Kabad and Salmi on the first day of Ramadan, the Islamic holy period that started Aug. 1 and runs through Aug. 29.
The suspect reportedly confessed to the shootings, saying he used a shotgun in the killings.
He allegedly told police he killed two of the victims after he found them eating 10 minutes before iftar, the breaking of the fast in Ramadan. The suspect didn't offer an explanation in the other two killings.
The suspect is a government employee with a history of mental health issues, the report said.
The suspect allegedly told police he tried to kill his father's domestic helper, but she escaped before he fired the weapon at her.