A police major was among three people shot dead at a gambling den in Yannawa district on Monday night by a losing gambler, who was in turn killed by another man now being hunted by police.

The city police chief said on Tuesday the slain officer was not on duty. He and everyone else in the room was there for the gambling.

He was probably shot and killed over a personal dispute, Bangkok police chief Pol Lt Gen Pakapong Pongpetra said.

One man shot dead Pol Maj Watthanaset Samniangprasert and two other people. The shooter was then himself shot dead by another man, who fled the premises, Pol Lt Gen Pakapong said.

One pistol, fired bullets and 14 spent shells were found at the scene. Investigators had not found a surveillance camera inside the room.

According to earlier media reports, the shooting occurred after a man of Chinese appearance drew a gun, claimed he was being cheated and demanded his money back. 

Pol Maj Watthaset was an interrogation inspector at Samae Dam police station in Bang Bon district.

The den was operating on the ground floor of a four-storey commercial building surrounded by security cameras about 300 metres off Rama III Road in soi 66.

The premises had strong, opaque doors and access appeared heavily restricted. There were chairs and tables, and monitor screens on the walls.

Reports said several gunshots were fired about 10 o'clock on Monday night. Four people were killed - the police officer, another man and two women.

Pol Lt Gen Pakapong rushed to inspect the scene, but left without answering reporters' questions.