The shooting occurred at a Snappy Mart convenience store in Koshkonong, a town of about 200 people on the Missouri-Arkansas border.
Officers were alerted when a clerk inside the store called 911. The suspect walked into the store and started firing with a handgun. Several witnesses inside the store were not injured, Oregon County Sheriff Eric King said.
A 28-year-old suspect from Thayer, Missouri, was arrested about four hours later in neighboring Howell County, King said. Authorities do not believe any other suspects are involved.
The suspect and at least one of the victims knew each other, the sheriff said.
Three of the victims, including the person who died, were from out of state.
No other details were immediately released.
Koshkonong is about 145 miles southeast of Springfield, Missouri.