Several others were also reportedly injured when the gunfire broke out.
Hundreds of police officers and emergency vehicles responded to the area near the 36th Street Station in the Sunset Park neighborhood of Brooklyn.
Early reports also suggested unexploded devices were also found at the scene
The NYPD later confirmed that no active explosive devices were present at this time.
The suspected gunman fled the scene after the shooting and is still on the loose.
Schools in the area were placed on lockdown.
President Biden has been briefed on the situation.