A Saudi national who was attending training at the Naval Air Station Pensacola was suspected of opening fire at the airbase, killing three people and injuring a dozen others.
The gunman was also killed, officials said.
It was the second deadly shooting at a US military installation this week.
Saudi's King Salman, expressed his "sorrow and grief" over the situation, and is prepared to fully cooperate with US officials.
Al Jazeera talks to Nader Hashemi, the Director of the Center for Middle East Studies at the University of Denver.