A 22-year-old man turned himself in to nearby authorities following the shooting, saying he had been the attacker and had also killed a fifth person in a nearby town earlier that day, according to French media, Reuters reported.
Authorities found three more weapons in the man's car, French media reported.
Representatives for the Interior Ministry and the Justice Ministry did not immediately respond to requests for comment. It was not immediately clear what the motives were for the shooting.
Loon-Plage, located about 10 kilometers (6.21 miles) from the English Channel, is the site of a migrant camp.