Belcher was reportedly involved in the shooting near Arrowhead Stadium and another in a Kansas City neighborhood, CBS Sports reported.
He died of a self-inflicted gunshot wound at the Chiefs’ training facility, police spokeswoman Kathy Childs told NFL.com.
It happened just before 8 a.m. in Kansas City.
“We can confirm that there was an incident at Arrowhead earlier this morning. We are cooperating with authorities in their investigation,” the Chiefs said in an official release.
He's said to have shot himself as coach Romeo Crennel and GM Scott Pioli tried to confront him.
CBS Sports said Belcher thanked the men for their help before shooting himself.
The Chiefs' staff said told CBS that they didn't feel threatened.
It's also being reported the woman who died was the man's girlfriend.
KCTV reported that police received the first call about 10 minutes before 8 a.m. on Saturday.
"When we arrived, a lady came out and said that her daughter had been shot several times by her boyfriend inside the residence," a police spokesman told the TV station.
"She was taken to hospital where she died a short time later."
The second call came about 8:10 a.m. As police arrived, they witnessed a man shoot himself.
"As officers pulled up and started to park, that's when they heard the gunshot," police told KCTV.
Belcher played at University of Maine after a stellar high school career in West Babylon, New York.
After going undrafted in 2009, he eventually became one of Kansas City's starting linebackers. Belcher was having a productive season this year, his fourth with the Chiefs.
He had 38 total tackles, two for a loss, and one defended pass. His best season was last year when he recorded 87 tackles.
Belcher appeared one of the more consistent Chiefs, and had not missed a game in four season.
Kansas City is the NFL’s worst team with just one win in 11 games. The Chiefs were to play the Carolina Panthers on Sunday in Kansas City.
The Kansas City Star is reporting the game will go ahead as scheduled.
The NFL told the Panthers to fly into Kansas City despite the tragedy, the Star said.