At least four people were killed and another 10 injured when a gunman went on a shooting spree at a fitness gym in Pennsylvania being used by as many as 70 people at the time.

The incident occurred outside Pittsburgh, the city which would host the G-20 Summit next month.

The shooter, unidentified so far, was among the dead, CNN reported quoting local officials. A man carrying a duffel bag walked into an exercise room at the LA Fitness Center in Collier, stood in a corner for about a minute, before he turned on the lights.

Shortly after 8 pm, the shooting started inside the gym which at that point of time was being used by as many as 70 people, local newspapers reported.

The police recovered two guns on the scene, said Allegheny County police Superintendent Charles Moffatt. "The scene was so chaotic that we felt it was more important to secure the scene rather than send officers to the hospital," Moffatt was quoted as saying by Pittsburgh Tribune-Review.

"We're still attempting to identify some of the deceased. As you can imagine, in a fitness club they don't have their IDs on them so we're having trouble," he said.

"He kept firing and firing," Dennis Curry, 28, who was working out on an elliptical machine upstairs when he heard the gunfire, told the newspaper.

'Pittsburgh Gazett' said 10 injured, all of them women, were taken to the nearest hospital. A spokeswoman for Mercy Hospital confirmed five female shooting victims arrived at the facility with multiple gunshot wounds, CNN reported.