Five people were killed in rural Citronelle, Alabama and a suspect was arrested across the border in Mississippi, police said on Saturday local time.
The Mobile County Sheriff's Office said on Twitter that a suspect was taken into custody in Greene County, Mississippi, but did not immediately identify the person. Greene County is about 16 km west of where the bodies were discovered.
The suspect walked into the Greene County Sheriff's Office and confessed to the killings, Alabama Media Group reported on its website AL.com, citing a sheriff's official.
Alabama Media Group also said that one of the five people killed was believed to be a pregnant woman and that the bodies were discovered in a home.
The victims were all adults, according to reports, with multiple weapons including a gun used in the murders. An infant was found unharmed in the home.
A spokeswoman for the sheriff's office could not be immediately reached for comment.
A woman walked into a Citronelle police station on Saturday afternoon and told officers that she had been kidnapped during the previous night and escaped her captor in an incident that left multiple people slain, Alabama Media Group reported.
The motive for the killings was not immediately clear and it was unknown if the victims were members of the same family. Media reports, citing neighbors, said a brother and sister lived at the home with their families.
Citronelle is a community of some 3,900 people, 48 km north-northwest of Mobile.
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