His body was found at Rough Creek Lodge range on Saturday with that of another man. A suspect was arrested.
Chris Kyle, 38, wrote the 2012 bestseller American Sniper, about the psychology of a sniper, in which he said that he had killed more than 250 people.
He served four tours of duty in Iraq and was decorated for bravery.
The gunman opened fire at about 15:30 local time then fled in a pick-up truck belonging to one of the victims, local media reported.
Erath County Sheriff Tommy Bryant said the motive for the killings was unclear, and was unable to explain how the two men were shot.
But he said a 25-year-old suspect was detained five hours later more than 70 miles (110 km) from the scene.
Scott McEwen, who co-authored the book with Chris Kyle, said: “It just comes as a shock and it’s staggering to think that after all Chris has been through, that this is how he meets his end, because there are so many ways he could have been killed.”
Chris Kyle, a former cowboy, is regarded as the most prolific sniper the US has ever seen.
Official Pentagon figures say he killed 160 people, but he estimated the total was 255.
According to army intelligence, he was nicknamed “The Devil” by Iraqi insurgents, who put a $20,000 bounty on his head.
He appeared to show little remorse for his victims.
“Every person I killed I strongly believe that they were bad,” he said in an interview in 2012.
“When I do go face God there is going to be lots of things I will have to account for but killing any of those people is not one of them.”
IogcJiVhz20Image source: Wikimedia Commons President-elect Donald Trump celebrated his election victory at the Ultimate Fighting…
Millions of voters across the US chose to return Donald Trump to the White House…
Donald Trump declares victory in the US election as he addresses jubilant supporters in Florida.…
Stocks around the world are rising as Donald Trump appears to be on the cusp…
Donald Trump has won Pennsylvania, North Carolina and Georgia and taken a lead over Kamala…
Quincy Jones, the celebrated musician and producer who worked with Michael Jackson, Frank Sinatra, Ray…