Two of the shootings were at spas across the street from each other in northeast Atlanta and the other was in Cherokee County to the northwest of the city.
Officials in each jurisdiction said there were no immediate indications of motive and said it is unclear whether the shootings were related.
But authorities are working with the theory that the three are connected, a law enforcement official told CNN.
A suspect in the Cherokee County shootings was taken into custody in Crisp County, about 150 miles south of Atlanta, around 8:30 p.m. -- about 3 1/2 hours after the killings. The Cherokee County Sheriff's Office identified him as Robert Aaron Long, 21, of Woodstock.
In a video on the Crisp County Sheriff's Department Facebook page, Sheriff Frank Reynolds said the agency and the highway patrol were alerted Long was headed their way. After his vehicle was spotted, a chase ensued on Interstate 75 and a state trooper performed a maneuver that sent the SUV out of control.
"The suspect was take into custody without incident ... and transported to the Crisp County jail," the official said.
FIVE PEOPLE SHOT IN SUBURB
Deputies were called to Young's Asian Massage near Acworth, Georgia, for reports of a shooting, Cherokee County Sheriff's spokesperson Jay Baker said.
Responding deputies found five people with gunshot wounds. Two people were pronounced dead at the scene and three were transported to a hospital, where two died, Baker said.
The massage parlor is about 30 miles from the sites of the Atlanta shootings, which took place about an hour later.
THEN THERE WERE TWO MORE SHOOTINGS
Atlanta police said they responded to a robbery call at the Gold Massage Spa on Piedmont Road in Atlanta and found three people dead.
While there, police received another call of shots fired directly across the street at the Aroma Therapy Spa, where they found one person dead, Atlanta Police Chief Rodney Bryant said.
The four victims were female and appear to be Asian, Bryant said, adding it was too early to say what their connection was to the spas.
Authorities in Atlanta's Zone 2 said they were increasing patrols around similar businesses.
In New York, members of the police department's critical response command deployed to Asian communities throughout the city in response to the shootings, a spokesman for the NYPD told CNN.
The FBI is assisting law enforcement with the shooting investigations, according to FBI spokesman Kevin Rowson.
