The shooting happened in the 200 block of West Morehead Street. Police responded to a 911 call just after 2:30 p.m.
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Officers found one person dead at the scene and two others with gunshot wounds. One had what appeared to be a self-inflicted gunshot wound to the head. The other had been shot in the upper torso.
The two injured people were rushed to a hospital in critical condition.
Police said the shooting suspect is Keith Hughes, 34 of Roxboro. Hughes is the person who appeared to have shot himself. He later died from his injuries.
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The name of the person killed has not been released as police work to notify the next of kin.
The name of the other victim has also not been released.
Anyone with information is asked to call the Roxboro Police Tip Line at (336) 322-6072.