The man brought his pistol to a car park in the sleepy St. Johannis district on the edge of the city, which is better known for its annual festival of Wagner operas than for violence.
There he opened fire, killing the 33-year-old woman and her 65-year-old father and wounding her new boyfriend, 32, before turning the weapon on himself.
Despite his injuries, the wounded younger man was able to flee from the attacker before being taken into the care of police officers as they rushed towards the scene. He is being treated in hospital and is not in mortal danger.
In a statement released early on Monday afternoon, police said that the killer owned the Czech-made Ceska pistol legally under a hunting license.
State prosecutors in Bayreuth have ordered autopsies on all three bodies, while a number of vehicles that were struck by bullets are also being examined.
Police are questioning people close to those involved and otherwise continuing their inquiries.
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