Ten other people were injured in the melee near 10th and K streets, Sacramento Police Chief Katherine Lester said.
A large crowd was gathered in the area when gunfire broke out around 2 a.m., Lester told reporters on Sunday morning.
But it was unclear whether the crowd was tied to a particular location or event, Lester said.
The filming stage is within blocks of several notable sites: the California State Capitol, Sacramento City Hall and the Golden 1 Center, where the Sacramento Kings are scheduled to play Sunday night.
Lester said the area around the scene of the shooting was now secure, but police did not have a description of the suspect.
Sacramento Mayor Darrell Steinberg shared his grief over the mass shooting.