The alleged shooter, a male, was critically wounded in the incident in the barracks on the U.S. Naval Support Activity Bahrain base, said the Navy official, who spoke on condition of anonymity because the official was not authorized to release the information to the media.
The official did not say if the alleged shooter shot himself or if anyone else was involved in the incident, which was under investigation.
But the Navy said the incident was not terror related and only involved U.S. military personnel.
In Washington, a State Department official said the exact circumstances of the incident had not yet been determined. Initial reports suggested the shooting was the result of a "love triangle," according to the official, who spoke on condition of anonymity because the investigation, being handled by the military, was still under way.
The shootings took place around 5 a.m. (0200GMT), the Navy said. Officials closed the base temporarily and reopened it about an hour after the incident.
The two women were pronounced dead at the scene, and the man was taken to a local hospital in critical condition, the Navy official said.
No other details were immediately available, and the Navy said it was not releasing the names of those involved until their families were notified.
"The incident is under investigation, and it would not be prudent to discuss details at this time," said Navy spokesman Lt. John Gay.
Bahrain, a tiny island nation on the Persian Gulf, is a U.S. ally and home to the U.S. Navy's 5th Fleet, which is responsible for an area of about 2.5 million square miles (6.5 million sq. kilometers) of water including the Persian Gulf, Arabian Sea, Red Sea, Gulf of Aden, Gulf of Oman and parts of the Indian Ocean.
About 3,600 personnel work on the U.S. Naval Support Activity Bahrain base, located just outside Bahrain's capital, Manama. The base supports U.S. naval ships in the region.
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