The state police said the sole suspect in the incident is dead and the police trooper is receiving treatment.
One of the shootings took place at Richmond Road Baptist Church and emergency responders were at the scene treating multiple victims, state police said.
The Lexington Herald-Leader reported that a Kentucky State Police Trooper was shot on Sunday morning at Blue Grass Airport in Fayette County. The suspect then fled to Richmond Road Baptist Church, about 17 miles (27 km) away, where multiple people were shot and wounded, the Herald-Leader added.
Kentucky State Police and the Lexington Police Department apprehended the suspect at the church, the state police said on X.
"Please pray for everyone affected by these senseless acts of violence," Kentucky Governor Andy Beshear said.
(Reporting by Ryan Patrick Jones and Leah Douglas; Writing by Ted Hesson; Editing by Scott Malone and Sandra Maler)

WASHINGTON, DC - AUGUST 19: US Capitol Police respond to a report of an explosive device in a pickup truck near the Library of Congress on Capitol Hill, August 19, 2021 in Washington, DC. The area around the building has been evacuated (Photo by Win McNamee/Getty Images)