A police officer in Free State allegedly shot three relatives of his girlfriend before taking his own life.

A Free State police officer and three members of his girlfriend's family have died following a deadly shooting incident in Hennenman in the early hours of Sunday, prompting an investigation by the Independent Police Investigative Directorate (IPID).

Police spokesperson Brigadier Thandi Mbambo said a 47-year-old officer stationed in Hennenman as a Rural Safety Coordinator allegedly opened fire on a group of people after searching for his girlfriend, killing three relatives and injuring two others before turning the gun on himself.

According to preliminary information released by SAPS, the officer reported for duty at 4pm on Saturday before allegedly driving to Whittes Plot near Hennenman at about 12.30am on Sunday in search of his girlfriend.

Police said he was accompanied by the woman's uncle after failing to find her at an initial location. The pair then travelled to another venue where family members were attending a gathering.