The shootings took place in three separate locations in Lincoln County, south Mississippi.
A male suspect, named in local media as Willie Cory Godbolt, was detained by police on Sunday morning.
Authorities say it is too early to consider any possible motive behind the killings.
Mr Godbolt's mother-in-law, two other relatives, and deputy sheriff William Durr were found dead at the scene of the first shooting in Bogue Chitto, reports said.
The next shooting took place in Brookhaven, where "the bodies of two juvenile males were located", police said.
The third crime scene was in East Lincoln, where a man and woman were killed.
Willie Godbolt spoke to local paper The Clarion-Ledger after he was detained.
He said he was "sorry" and "ain't fit to live, not after what I done".
He said he was in conversation with his wife and her family "about me taking my children home" when someone called the police.
His stepfather-in-law, Vincent Mitchell, told AP news agency that Mr Godbolt's wife and two children had been staying with him after she left her husband.
Mr Godbolt opened fire after the deputy sheriff arrived, Mr Mitchell added.
A 16-year-old, believed to have been taken hostage by the suspect, was safe, The Daily Leader reported.
Mississippi governor Phil Bryant called the incident a "senseless tragedy".
"Every day, the men and women who wear the badge make some measure of sacrifice to protect and serve their communities. Too often, we lose one of our finest," he said in a statement.
Mr Durr, the deputy sheriff killed in the shootings, was described as a "mild mannered officer" who liked making people smile.
In a 2014 interview with The Daily Leader, the 36-year-old said he also worked as a ventriloquist, doing puppet shows for children's groups.
An overnight shooting in the US state of Mississippi has left eight people dead, including a local deputy sheriff, police say.