The gunman, who has not been identified, worked as a baggage handler for the company, witnesses told Atlanta NBC affiliate WXIA-TV.
Police found his body in a loading bay and say he was armed with pistols and a shotgun.
Six people were injured, one critically. They were all being treated at WellStar Kennestone Hospital.
The shooting was reported at a FedEx facility in Kennesaw, Ga., at around 5:45 a.m. More than 50 emergency vehicles responded to the call.
FedEx released a statement after 9 a.m. that said: “Our thoughts and prayers are with those affected, and with their families and friends. We are grateful for the assistance of law enforcement. The situation is now stabilized and we are focused on the needs of our team members and cooperating with the law enforcement investigation of this tragedy.”