Authorities did not release a motive for the murder-suicide, though police said that Belcher and his girlfriend, 22-year-old Kasandra M. Perkins, had been arguing recently. The two of them have a three-month-old girl who was being cared for by family.
Belcher thanked general manager Scott Pioli and coach Romeo Crennel before pulling the trigger, police spokesman Darin Snapp said. Officers had locked down the Chiefs facility by midmorning.
The team said it would play its home game against the Carolina Panthers as scheduled on Sunday at noon local time "after discussions between the league office, Head Coach Romeo Crennel and Chiefs team captains."
A spokesman for the team told The Associated Press that Crennel plans to coach on Sunday.
Belcher was a 25-year-old native of West Babylon, N.Y., on Long Island, who played college ball at Maine. He signed with the Chiefs as an undrafted free agent, made the team and stayed with it for four years, moving into the starting lineup. He had played in all 11 games this season.
"The entire Chiefs family is deeply saddened by today's events, and our collective hearts are heavy with sympathy, thoughts and prayers for the families and friends affected by this unthinkable tragedy," Chiefs chairman Clark Hunt said in a statement.
"We sincerely appreciate the expressions of sympathy and support we have received from so many in the Kansas City and NFL communities, and ask for continued prayers for the loved ones of those impacted," Hunt said. "We will continue to fully co-operate with the authorities and work to ensure that the appropriate counselling resources are available to all members of the organization."
The NFL released a statement that also expressed sympathy and said, "We have connected the Chiefs with our national team of professional counsellors to support both the team and the families of those affected. We will continue to provide assistance in any way that we can."
Authorities reported receiving a call Saturday morning from a woman who said her daughter had been shot multiple times at a residence about eight kilometres from the Arrowhead Stadium complex. The call came from Belcher's mother, who referred to the victim as her daughter, leading to some initial confusion.
"She treated Kasandra like a daughter," Snapp said. Belcher's mother, who is from New York, had recently moved in with the couple, "probably to help out with the baby," Snapp said.
Police then received a phone call from the Chiefs' training facility.
"The description matched the suspect description from that other address. We kind of knew what we were dealing with," Snapp said. The player was "holding a gun to his head" as he stood in front of the front doors of the practice facility.
"And there were Pioli and Crennel and another coach or employee was standing outside and appeared to be talking to him. It appeared they were talking to the suspect," Snapp said. "The suspect began to walk in the opposite direction of the coaches and the officers and that's when they heard the gunshot. It appears he took his own life."
The coaches told police they never felt in any danger, Snapp said.
"They said the player was actually thanking them for everything they'd done for him," he said. "They were just talking to him and he was thanking them and everything. That's when he walked away and shot himself."
At the home of Belcher's mother on Long Island, relatives declined to talk to reporters. An SUV in the home's driveway was flying a small Kansas City Chiefs flag.
The sombre mood lightened somewhat as darkness fell, with music playing and people drinking from Styrofoam cups. Belcher's family turned the front yard into a shrine, with a large poster of the player, an array of his trophies, and jerseys and jackets from Kansas City, Maine and West Babylon High.
"He was a good, good person ... a family man. A loving guy," said family friend Ruben Marshall, 42, who said he coached Belcher in youth football. He was stunned by the shooting and suicide. "You couldn't be around a better person."
At least 20 people gathered for a large group hug in the driveway.
"I still can't believe it," neighbour Roy Brown said. "I don't believe it."
Perkin's Facebook page shows the couple smiling and holding the baby.
"His move to the NFL was in keeping with his dreams," said Jack Cosgrove, who coached Belcher at Maine. "This is an indescribably horrible tragedy."
Belcher is the latest among several players and NFL retirees to die from self-inflicted gunshot wounds in the past couple of years. The death of the beloved star Junior Seau, who shot himself in the chest at his California home last May, sent shockwaves around the league.
Seau's family, like those of other suicide victims, has donated his brain tissue to determine if head injuries he sustained playing football might be linked to his death.
Belcher did not have an extensive injury history, though the linebacker showed up on the official injury report on Nov. 11, 2009, as being limited in practice with a head injury. Belcher played four days later against the Oakland Raiders.
Earlier this year, the NFL provided a grant to help establish an independently operated phone service that connects players, coaches, team officials and other staff with counsellors trained to work through personal and emotional crises. The NFL Life Line is available 24 hours a day.
Kansas City Mayor Sly James said that he spoke to Pioli after the shooting.
"I can tell you that you have absolutely no idea what it's like to see someone kill themselves," James said. "You can take your worst nightmare and put someone you know and love in that situation, and give them a gun and stand three feet away and watch them kill themselves. That's what it's like.
The season has been a massive disappointment for the Chiefs, who were expected to contend for the AFC West title. They're just 1-10 and mired in an eight-game losing streak marked by injuries, poor play and fan upheaval, with constant calls the past several weeks for Pioli and Crennel to be fired.
The Twitter account for a fan group known as "Save Our Chiefs" recently surpassed 80,000 followers, about 17,000 more than the announced crowd at a recent game. The group was organizing a "Can Scott Pioli" food drive for Sunday that has since been cancelled.
Associated Press writers Heather Hollingsworth and Frank Eltman contributed to this report.