Authorities in Mississippi say a suspect is in custody after eight people, including a sheriff's deputy, were killed in a shooting spree late on Saturday night.

Mississippi Bureau of Investigation spokesman Warren Strain said the shootings occurred at three separate homes in rural Lincoln County.

Two of the homes are in Brookhaven and one is in Bogue Chitto, about 110 kilometres south of Jackson, the capital.

Strain said charges had not yet been filed against the suspect, who was arrested in Brookhaven, and that it would be "premature" to discuss a motive.

The Clarion-Ledger identified the suspect as Cory Godbolt, who was arrested early Sunday in Lincoln County, in the south-western part of the state.

A Clarion-Ledger reporter who was at the scene of the arrest took video of Godbolt slumped and handcuffed on a road as officers stood by.

In the video, Godbolt is heard talking about his "pain" over what sounded like a custody battle.

"I ain't fit to live, not after what I done," Cory Godbolt he told paper after his arrest. 

Godbolt said he was talking with his wife and members of her family when somebody called the authorities.

"I was having a conversation with her stepdaddy and her mama and her, my wife, about me taking my children home," the suspect says on the video.

"Somebody called the officer – people that didn't even live at the house. That's what they do. They intervene.

"They cost him his life," the suspect said, apparently in reference to the slain deputy. "I'm sorry."

The suspect also said he did not intend for police to capture him alive.

"My intentions was to have God kill me. I ran out of bullets," he said. "Suicide by cop was my intention."

Governor Phil Bryant issued a statement asking state residents to pray for the victims. He also noted the "sacrifice" made by law enforcement officers to protect and serve their communities.

"Every day, the men and women who wear the badge make some measure of sacrifice to protect and serve their communities. Too often, we lose one of our finest. I thank the law enforcement agencies involved for their hard work," Gov. Bryant said.

AAP