Five people have been found dead at two homes in a rural part of the midwestern US state of Indiana in an apparent shooting, police said, adding it was not clear if any suspects were at large.

Indiana state police said they were still investigating what led to the deaths of three men and two women, whose bodies were found Sunday near the town of Laurel, located about 70 miles (110 kilometers) southeast of Indianapolis.

Police made the grisly discovery after they were called to check on a small child wandering alone in the road, a statement said.

The bodies of two men and two women were found in one home, and another male victim was found in a house across the street, police said.

"It is unknown if there is one or multiple shooters. It is also unknown at this time if the shooter or shooters could be among the deceased," the police statement said.

An Indiana State Police duty officer told AFP early Monday that the investigation was "still in the early stages."

The victims' identities were not released, pending notification of all family members and autopsies due to be performed Monday in Indianapolis.

Police have cautioned residents to report any suspicious activity while the investigation is ongoing.