The gunman, identified as a 34-year-old Iraqi citizen, opened fire at the Grey club on Max-Stromeyer-Strasse road at about 4.30 a.m., killing one person, the BBC quoted the police as saying.
The gunman was then shot by the police and died in a hospital.
Three people, including a police officer, were seriously injured in the attack, according to authorities.
Police and prosecutors said in a statement that special commando forces and a police helicopter was deployed as it was not yet known if the suspect had accomplices. The motive for the shooting was not immediately clear.