St. Landry Parish Sheriff Bobby Guidroz said the suspect barricaded himself in an Exxon station after driving his car through the front door.
Three people escaped and there were no hostages, the sheriff said.
Two people were stabbed at a home several blocks from the store where the Sunset police officer was shot, the sheriff said.
The incident started as a domestic disturbance, State Sen. Elbert Guillory told CNN affiliate KATC.
There were no immediate details on the severity of the wounds.