A man who was stopped along a road on Montana's Crow Indian Reservation gunned down a family who tried to help him Wednesday, killing the couple and wounding their daughter, a relative said.

The FBI confirmed that two people were killed and a third injured by gunfire in Pryor, a town of just over 600 people in southern Montana. A suspect was arrested hours later in Wyoming, FBI spokesman Todd Palmer said.

Palmer could not say what led to the shooting and did not release details about the victims or gunman.

Bryce Hugs, of Pryor, told The Billings Gazette that his aunt, Tana Shane, drove by a man who had run out of gas just south of town. Shane picked up her husband, Jason, and daughter, Jora, and returned to help, Hugs said.

"(He) killed both of them and then shot the daughter," Hugs told the newspaper. "It grazed her in the head, and when she took off, (he) shot her in the back."

Hugs did not immediately return messages from The Associated Press.

A man named Jesus Deniz was apprehended near Meeteetse, Wyoming, and was being held in "investigatory custody for another agency" in the Park County Detention Center, according to the Gazette.

Park County sheriff's spokesman Lance Mathess said his agency has been instructed by the FBI and Bureau of Indian Affairs not to release any information on Deniz.

An officer spoke briefly with the wounded person, who was reportedly incoherent when taken to a hospital, Big Horn County Undersheriff Bart Elliott said.

"The victim that was transported to the emergency room really doesn't know what's going on," Elliott said.

Sheriff's deputies responded to a 911 call about the shooting, along with officials from the Montana Highway Patrol, FBI and Montana Fish, Wildlife and Parks.

About 12,000 tribal members live on the Crow reservation. Tribal law enforcement officials referred questions to the Bureau of Indian Affairs' Office of Justice Services, which declined to comment.