One of those injured was left in a critical condition.
Multiple officers responded to the shooting at the city’s Klymax Lounge that was reported just before the bar’s 1.30am closing time to find multiple victims and immediately began providing medical aid, Kansas City police said.
Police said two of the victims died at the scene. One of the victims was found inside the bar and the other was outside the building.
A third victim died at the hospital of their wounds.
Details about the circumstances that led to the shooting were not immediately available, and it wasn’t immediately clear where the victims were when they were shot.
Police said the victims were all adults, but did not realise their ages and identities.
The bar featured a performance by a local rap artist Saturday night who performs under the name ‘Nutty Still Gassin.’
He posted a live video from the club earlier in the night before the shooting happened on his Facebook page.
Homicide detectives and crime scene investigators were at the scene early Sunday, gathering evidence and talking to potential witnesses, police said.
The latest incident marks the third mass shooting in the US over the weekend, bringing the total for the year so far to 230, according to the Gun Violence Archive.
It defines a mass shooting as one in which four victims are killed or wounded.