The family of a young man who went on a deadly shooting rampage in two Colorado religious centres before killing himself said they were "groping for answers" and praying for the victims' families.

The gunman believed to have killed four people at a Colorado megachurch and a missionary training school had been thrown out of the centre a few years ago and was sending it hate mail, police said.

Authorities searched a home in the US state of Colorado early today, seeking any link between two deadly shooting sprees at Christian religious centres that left both communities baffled and stunned.