Willie Corey Godbolt, 35, was arrested and was being treated in a hospital for a gunshot wound, according to Warren Strain, a spokesman for the Mississippi Department of Public Safety.
The sheriff's deputy, identified as William Durr, was fatally shot after responding to an emergency call regarding a domestic dispute late on Saturday night at a house in Bogue Chitto, a small community about 69 miles south of Jackson, the state capital. Durr, 36, had worked for the Lincoln County Sheriff's Department for two years, Strain said, Reuters reported.
Godbolt also killed three females at the house, Strain said, before heading to another residence in the nearby city of Brookhaven and fatally shooting two boys, Strain said. He then headed to a third address to kill a male and a female victim. Except for the deputy, the victims have not been identified.
Video of Godbolt minutes after his arrest posted online by the Clarion-Ledger newspaper showed him in handcuffs sitting in a road, surrounded by officers.
He tells a reporter he had been arguing with relatives about "taking my children home" before they called the police on him. He expresses regret for shooting the sheriff's deputy.
"Suicide by cop was my intention," he says in the video. "I ain't fit to live. Not after what I've done."
Representatives of the Lincoln County Sheriff's Office did not respond to requests for comment.
Mississippi Governor Phil Bryant called the killings a "senseless tragedy" in a statement.
"Every day, the men and women who wear the badge make some measure of sacrifice to protect and serve their communities," his statement said. "Too often, we lose one of our finest."
Lincoln County is a mostly rural area near Mississippi's southern border with Louisiana, about 65 miles south of Jackson, the state's capital.