Authorities said Thursday morning that they were seeking Scott Ostrem, 47, who is considered "armed and risky". It did not immediately give details. Authorities have yet to identify the victims.
Police say that the gunman "randomly" opened fire, before fleeing in a red four-door hatchback.
Two men died at the store, and the woman died at a hospital. A photo of Ostrem was circulated on social media, asking the public to look out for the man considered "armed and risky".
Ostrem appeared in the photo released by police wearing a black jacket, blue jeans and a maroon shirt.
However, police say several people received medical attention for anxiety.
Hundreds of emergency responders were on the scene after the shooting.
Police originally reported "multiple parties are down" after they were called around 6 p.m.to the store located at 9901 Grant Street in Thornton. He said at this point, customers started screaming and running for the exits.
"At first I thought it was a firecracker", he said, "but it sounded more - it was louder". "Here's Las Vegas happening in Colorado - at that moment all I could think about was my life". He filed for bankruptcy in 2015, was charged with resisting arrest in 1999, was sued by a family member in 2011, and was charged with Driving Under the Influence in 2013.
He said it scared him - especially with all the violence in the world right now.