The shooter, identified as Don Charles Spirit, 51, reportedly killed himself while police were at the venue.The incident happened in a small town in Florida.
The youngest child was just three months old and the oldest, 10.
Reportedly, Spirit had contacted emergency services saying that he was considering harming himself and others, said the AFP report. But the murders happened before police arrived at the home.
In the United States, at least 11,000 people were murdered by gun violence in 2011, says FBI figures.
Last month, a nine-year-old girl accidentally killed her instructor when she lost control of the Uzi submachine gun she was trying to learn.