The gunman was identified as a Saudi student.

He has been named as Mohammed Saeed Alshamrani - a Saudi military member in training at the site. He was shot dead by officials, reported BBC.

Several people were hurt in the incident.

The US Navy said in a statement: "Officials at Naval Air Station Pensacola report that an active shooter incident occurred this morning on the base. Four people are confirmed dead, including the shooter, and there are multiple injuries."

"The base is still in lockdown as first responders secure the scene. Base security and the Naval Criminal Investigative Service are currently investigating. The names of the victims will not be released until the next of kin have been notified," read the statement.

This is the second shooting incident reported from a US military base this week.

On Wednesday, a US sailor had shot dead two workers at the Pearl Harbor military base in Hawaii.

US President Donald Trump on Friday said King Salman of Saudi Arabia has condoled the loss of lives in the Pensacola attack.

"King Salman of Saudi Arabia just called to express his sincere condolences and give his sympathies to the families and friends of the warriors who were killed and wounded in the attack that took place in Pensacola, Florida," Trump tweeted.

"The King said that the Saudi people are greatly angered by the barbaric actions of the shooter, and that this person in no way shape or form represents the feelings of the Saudi people who love the American people," he said.