A gunman shot dead at least one person before killing himself at a theatre in the US state of Louisiana, media reported.

The gunman injured at least eight others on Thursday at the Grand Theatre in Lafayette during a show of the film "Train Wreck", Xinhua news agency reported.

The local Advertiser newspaper said the gunfire broke out during a 7 p.m. show.

Witness Katie Domingue told the paper that the gunman was an older white man who stood up in the theatre and began shooting.

"He wasn't saying anything. I didn't hear anybody screaming either," Domingue said.

"Prayers for Lafayette at Grand Theatre. Talking to state police colonel about shooting in Lafayette," Louisiana Governor Bobby Jindal wrote on Twitter.