The first murders in more than four decades on the metro in Chile's capital have stunned locals who thought their capital was immune from such violent crime.

Israel Huerta Cespedes, a former office cleaner at the Investigating Police, who recently lost his job and his mother, opened fire on the subway Sunday, killing two people and wounding four before turning the gun on himself later.

"We have no motive. His action was incomprehensible, just someone sitting there looking calm, and they suddenly take out a gun and start firing," said the prosecutor in the case, Gonzalo Guerrero.

Witnesses said the passengers were hysterical, and could not believe what they witnessed.

Huerta, 46, had been employed by a school after his police office cleaning job, but he lost the school position about a month ago, officials said. He ran from the crime scene and committed suicide in a nearby square.

His family and friends told local media he was a quiet man, with no police record, who was depressed after losing his mother and job.

"We are distressed. What we saw happen here is unprecedented... It is something we would see in other countries," said Alberto Undurraga, mayor of Maipu, on Santiago's south end where the crimes took place.