Police said the attacker was a 58-year-old white male armed with a handgun who shot himself after the attack, but did not release any further details.
Witnesses said the man opened fire about 20 minutes into a screening of a movie at the Grand Theater.
Police Chief Jim Craft said officers responded to reports of a shooting at about 19:30 local time.
Jim Craft said seven other people were taken to a local hospital with injuries ranging from critical to non-life threatening.
The gunman’s identity is known to police, Jim Craft added, but is not being released at this time.
The police chief said that the gunman did have a criminal history but that it was “pretty old”.
Dozens of emergency vehicles were dispatched to the scene of the shooting in Lafayette, a city of about 120,000 people.
One witness said she heard a loud bang like a firecracker and saw a man staring up and shooting during a screening of Trainwreck.
About 100 people are thought to have been in the building at the time of the shooting.
Louisiana Governor Bobby Jindal, who arrived at the scene late on Thursday night, told reporters: “We will get through this. We are a resilient community.”
“This is an awful night for Lafayette. This is an awful night for Louisiana. This is an awful night for the United States,” he added.
Amy Schumer, who stars in Trainwreck, tweeted: “My heart is broken and all my thoughts and prayers are with everyone in Louisiana.”
The shooting comes as a jury deliberates the death penalty for James Holmes, the gunman who attacked a movie theater in Colorado three years ago.
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