The shooting took place in the city of Dnipro when a gunman opened fire with a Kalashnikov assault rifle and immediately fled the scene, the interior ministry said, AFP reported.
Four members of the national guard and a civilian woman were left dead. The shooting comes at a time of heightened alert in Ukraine over the conflict with separatists in the east of the country.
The suspect "has been detained by police," Interior Minister Denys Monastyrsky said on Facebook, after the serviceman was reported to have fled the scene in possession of a weapon.