The stunned expression on the face of television anchor Kimberly McBroom​ summed up the sheer disbelief surrounding what appeared to have just played out during the live breakfast broadcast.

Amid the sounds of screams and gunfire ringing out, Virginia station WDBJ7-TV quickly switched its live television feed back to the studio at 6.45am on Wednesday, local time, where McBroom was trying to make sense of what had just occurred.

At first wide-eyed and open-mouthed, McBroom quickly regained her composure to tell viewers she would find out what had happened.

"OK, not sure what happened there," McBroom said, remarkably calmly.

"We will of course let you know as soon as we find out what those sounds were from."

Soon, station general manager Jeff Marks went on air to deliver the distressing news: reporter Alison Parker, 24, and cameraman Adam Ward, 27, had been shot dead during their live report from a shopping centre district near Moneta​ in Virginia.

"It is my very, very sad duty to report that we have determined through the police and our own employees that Alison and Adam died this morning," Marks said. "Our hearts are broken."

An estimated 40,000 people were tuned in to the station when the on-air shootings took place, according to US news reports.

The person Parker was interviewing, Vicki Gardner, executive director of the Smith Mountain Lake Regional Chamber of Commerce, was shot in the back and has since undergone surgery.

The shooter, Vester Flanagan, died in hospital as result of a self-inflicted gunshot wound. He had shot himself while being pursued by police, authorities said.

Marks also appeared in a noon broadcast, when Flanagan was still clinging to life in hospital.

"I'm going to step out of my role as a former journalist and say I'm not sure if I want him to live or die," Marks said during the broadcast. "If he dies, he took the coward's way out."

Later, McBroom expressed her grief on social media following the deaths of her colleagues.