The gunman is believed to have killed himself after the murders. Police are not looking for any other suspects.
The incident unfolded in three different locations in Edmonton, in the western province of Alberta.
Seven bodies were found in the same house, police chief Rod Knecht said.
Two “very young” children are among the dead, Rod Knecht said.
He said it was the worst mass killing in Edmonton since six people were killed in 1956.
“It appears to be an extreme case of domestic violence gone awry,” Rod Knecht told a press conference, describing the killings as “planned and deliberate”.
“This series of events are not believed to be random acts, and there is no risk to the broader public. These events do not appear to be gang-related, but rather tragic incidents of domestic violence.”
Police say that the gunman used a stolen 9mm handgun and later killed himself at a restaurant north of Edmonton. They have only released the names of one of the victims and have not detailed the relationship between the shooter and his victims.
Rod Knecht said that the man who committed suicide had a criminal record going back to 1987.
Police discovered the body of a woman, Cyndi Duong, 37, at a house in south Edmonton at 18:00 local time on December 29, he said.
They later responded to reports of a despondent and depressed man at an address in north Edmonton at around 20:30 but were unable to find him.
When they returned at about midnight after receiving new information they found seven bodies – three women, two men and two children.
Rod Knecht said that the house where the seven bodies were discovered presented his officers with a “horrific and chaotic” scene – the worst crime he had dealt with in 39 years of policing.
In the early hours of December 30, they found a body matching the description of the suicidal male at a restaurant 25 miles north-east of Edmonton.
Rod Knecht said police would not be releasing the names of all the victims or the killer yet.
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