Marilou Danley is described as an "Asian female" and is about 150cm tall and weighs 50 kilograms.

The two cars police had been seeking, a Hyundai Tuscon NV plate 114 B40 and a Chrysler Pacifica Touring NV plate 19D 401, have also been found.

Fighting back his emotions in a press conference, Clark County Sheriff Joseph Lombardo said the woman and the cars had been found and police were now searching the home and hotel room where the shooter stayed.

"We have located the vehicles in question, and we are confident we have located the female person of interest," he said.

"We have officers at his residence and we'll be executing a search warrant there shortly," he said, adding that the horror had taken a huge toll on the force.

"We're holding up. we're doing the best we can," he said.

"We're going to have to look out for their well-being moving forward," he said about first responders on the scene.

Danley is believed to be a "gambling and casino professional" who lived in Reno, Nevada. She is thought to have been a former housemate of the suspected shooter.

She worked as a hostess for Atlantis Casino between 2010 and 2013 according to her LinkedIn profile.

Sheriff Lombardo said two police officers who were off duty are among those who have died. Another on-duty officer is in a critical condition, while another was wounded in the deadly shooting.

Police have appealed for anyone with information, including mobile phone footage to come forward.