The 29-year-old actor was killed after he allegedly attempted to murder a woman, reports TMZ.
Mayfield police chief Nathan Kent confirmed on the site that investigators thought it was a suicide attempt, in which Mills was the shooter.
Mills, who played Lucky in the American comedy Baskets by Zach Galifianakis and also starred in the Swedish series Dicks, a comedy about private investigators, died Tuesday in Mayfield, Kentucky, according to his mother.
She told the American site that he has lived in Hollywood for several years, but still has a house in Mayfield.
The shooting reportedly left one dead and one woman injured.
The woman was reportedly taken to hospital, but survived the shooting.
His relationship with Mills is unknown.
It is reported that when Mayfield PD arrived at the scene, a 34-year-old woman named Erica Price was outside the residence with gunshot wounds to the arm and chest.
She is said to have told the police that Mills was still inside and that he had turned the gun on him.
It is alleged that Mills kept Price’s mother and young daughter inside until she returned home, shooting him when she entered the residence, before shooting himself.
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The award was treated at the hospital and is in stable condition. Her mother and daughter were not physically injured during the incident.
TMZ also reports that the Byrn funeral home in Mayfield has been in contact with the family and will service it.
In addition to his television roles, Mills also starred in the independent film Star Light, which was released in February.
Mills was the father of a four-year-old daughter who, according to her mother, was her true passion in life.