"Prayers for Lafayette at Grand Theater. Talking to state police colonel about shooting in Lafayette," Louisiana Governor Bobby Jindal said in a tweet.
Lafayette is a city of some 120,000 people located roughly 55 miles (90 km) southwest of Baton Rouge.
Wimbledon champion Andy Murray has withdrawn from next month's World Tour Finals in London as he continues his recovery from back surgery.
"I'm really disappointed not to be playing this year. I love playing in front of my home crowd, it's a great atmosphere," the British world number three said in a statement on Wednesday.
Murray had surgery last month to clear up a long-standing back problem.
Rafael Nadal Luca Antonelli Italy Jersey , Novak Djokovic and David Ferrer have already secured spots at the season-ending event, which is fought out between the top eight qualified players. The tournament runs from November 4-11.