They say the gunman acted alone in Thursday's attack, and is also thought to be dead. His motives are unknown.
Dramatic footage has now emerged that appears to show the suspect firing many rounds through a window of the hall.
The gunman is a former member of the religious community, aged between 30 and 40, Der Spiegel magazine reports.
The victims are yet to be identified, and work at the crime scene continues.
Police say they found a dead person at the scene who they believe may have been the perpetrator and investigations are continuing.
They were called at about 21:15 local time (20:15 GMT) on Thursday, to reports that shots had been fired in the building on Deelböge street, Gross Borstel district, police spokesman Holger Vehren said.
Officers who went in found people who "may have been seriously injured by firearms, some of them fatally", he said.