Milton Keynes Central MP Emily Darlington said it was “a shock” but urged people not to speculate online.
She said: “Its really important that the police are there and they’re investigating and anybody who has any information that might be useful to the police, I urge them to get in touch with them.”
The Labour MP added the shopping centre had “always been a very safe place” and somewhere she has gone with her children.
But she again asked people not to “jump to conclusions”.