“All three bodies show gunshot wounds,” police spokesman Thomas Kriebitzsch said of the victims.
The two men and one woman were found at the Hüttermühle shooting range in Genthin after a witness called police around 10:45 pm on Thursday.
They had been dead for just a few hours at most, Kriebitzsch said.
Only one victim, a man, has been identified so far.
“We’re turning the entire area upside down,” the spokesman said overnight, adding that officers were out in helicopters and with dog teams looking for evidence.
At daybreak police widened their search, later announcing that they’d found their first lead and were looking for an armed 28-year-old seen by witnesses in the area.
The man was reportedly driving a silver Citroen Saxo with licence plates bearing a "JL" code for the Jerichower Land county in central Saxony-Anhalt.
Later on Friday afternoon police announced that passersby had likely discovered the body of the suspect in a vehicle at Haldensleben near Magdeburg.
“There are several things that point toward this being the person we were looking for,” Stendal state prosecutor Thomas Kramer said.