Police in the state of S?o Paulo said the shooter is believed to have been angry over a separation from his former wife, who was among those killed. Local media reports said the couple's 8-year-old son also died.
A police spokesman could not confirm the identity or age of those killed or whether a child of the shooter, who also remains unidentified, was among the victims.
Local media reported that a total of 15 people had been shot and several remain in critical condition.
A neighbour interviewed by the Globo television network said that he and family members heard blasts about a quarter to midnight but did not immediately recognise it as gunfire, not New Year fireworks.