A retired US police officer has been shot dead in the Gila River Indian Community in the state of Arizona, the Gila River Police Department says.

The shooting took place just after 9 p.m. at the Wild Horse Pass casino on Thursday and the suspect is on the loose, police officials said on Friday.

The shooter, identified as Frank Rojas, 25, shot 52-year-old Frank Pascua, who was a retired Bakersfield, California police officer.

According to authorities, the suspect and the victim did not know each other and Pascua ran into Rojas when he was trying to steal a car in a parking lot.

Rojas then opened fire, shooting at Pascua three times. He was taken to a hospital, but was pronounced dead.

Following the shooting, the gunman carjacked the vehicle of another man, who was driving by, but did not harm the driver.

Multiple police agencies are out looking for Rojas, who is believed to be armed and dangerous.

According to the US Centers for Disease Control (CDC), firearms are the cause of death for more than 33,000 people in the United States every year, a number that includes accidental discharge, murder and suicides, which are on the increase.

That means firearms kill more people in America every six hours than terrorist attacks did in the entire year of 2014.