The shooting comes two days after a 36-year-old, active-duty U.S. sailor opened fire at Joint Base Pearl Harbor-Hickam in Hawaii, killing two people and injuring one before shooting himself. "I just want you to know there's an active shooter on base'".
The Pensacola naval air station hosts 16,000 military personnel and more than 7,000 civilians and is home to a flight demonstration squadron.
The base reported an active shooter early Friday morning.
Lieutenant Commander Megan Issac told Newsweek that the Navy was aware of reports that there was an active shooter and that the entire Pensacola base was put on lockdown.
"Cross training with our allies is something we've done for a long time", he said.
At least 10 people were taken to hospital in Pensacola with injuries, the Associated Press reported.
A statement on the NAS Pensacola Facebook page said: '**** Both gates of NASP are now secured due to reports of an active shooter.
Two of the injured were sheriff's deputies, one shot in the arm and the other in the knee when they exchanged shots with the gunman, Chief Deputy Chip Simmons said.
The Saudi government was expected to launch its own investigation, and the US government meant to share its finding with Riyadh, one of the people familiar with the case said.
Officials announced Friday morning that the shooter was killed by two Escambia County Sheriff's deputies, who were injured during the exchange.
The Escambia County Sheriff's Office is now on scene.
The nearby Baptist Hospital says it received eight patients from the shooting; authorities later said one of those patients had died while receiving care.
"There's probably been 100 or so various law enforcement vehicles zooming down the wrong side on Navy Boulevard", Mr Bergosh told the newspaper.
President Donald Trump has been briefed on the Pensacola shooting, said White House Deputy Press Secretary Judd Deere.
USA officials, who spoke on condition of anonymity to discuss an ongoing investigation, said the suspect was a second lieutenant attending the aviation school at the base.
Navy helicopters are prepared for a day of search and rescue operations for victims of Hurricane Katrina at the Naval Air Station September 5, 2005, in Pensacola, Florida.