The shooting happened at the KDC/One cosmetics building in New Albany at around 10:30 pm (local time), NBC4 reported.
The police said the scene was still very active and there is still a threat at the location.
"The suspect or suspects are unknown at this time," the New Albany police said as they urged residents to avoid the area.
This incident comes less than 24 hours after one person was shot dead in Hamilton during the early hours of Tuesday. Hamilton police said they were alerted of shots being fired on Clovernook Drive at around 5:45 am (local).
The shooting took place following an "altercation" between two people that ended with one person being killed, the police added.
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