Police had earlier advised residents in the area to stay indoors, lock down their homes and not reveal their location or the location of police officers on social media.
Fredericton Police later confirmed one suspect was in custody. "We will provide more info when we can", said Fredericton police on Twitter.
"He used to always say to me that it did not matter what happened, that he would always come home â€¦ and this is the first day that he has not home", she said.
"The police were here earlier and wanted me to leave, but I said I couldn't leave my dog behind".
Police say they have one suspect in custody.
Fredericton, a city of about 60,000, is the capital of New Brunswick, Canada.
Flowers are placed outside the police station in Fredericton
Two of the people who died were Fredericton police officers.
"I want to extend my heartfelt condolences to all the victims", he tweeted, "including Chief Leanne Fitch on the tragic death of two of her officers in the service of their community".
Residents in the quiet Fredericton, N.B., neighbourhood where four people were shot dead on Friday morning have described the chaotic scene.
A tweet from the Fredericton police was sent at 6:35 a.m. local time on August 10, it read, "Fredericton Police are responding Brookside Drive area".
After he had spotted a man in the back parking lot and called 9-1-1, MacCoubrey heard more gunfire and looked out a window again and saw two police officers on the ground. He said don't go out, there's something going on next door.
Elizabeth Hanton, a local resident who has lived in the area for almost 30 years, said some residents may have mistaken the sounds of gunshots for those of local construction crews, which have been working in the area for weeks. "During this hard time, our thoughts are also with the courageous women and men on the front lines working to keep us safe", said New Brunswick Premier Brian Gallant. But the 75-year-old woman said she couldn't flee to safety while her pet remained in potential danger.
"They did not think twice about what they had to do to keep their fellow Canadians safe", Trudeau said in a statement.
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