Those killed included a 30-year-old University of Chicago student from China named Yiran Fan, Anthony Faukner, 20, and Aisha Nevell, 46, a security guard.
Wounded were a 77-year-old woman, 81-year-old woman and a 15-year-old girl, according to Chicago Police Superintendent David Brown.
Authorities didn't release many details about Nightengale, a Chicago man whose LinkedIn page listed work over the years as a janitor, security guard and forklift operator.
In one posted Thursday, Nightengale held a gun to the camera and muttered unintelligible statements as he appeared to be driving.
After leaving the store, Nightengale shot a 15-year-old girl who was riding in a car with her mother, leaving the girl in critical condition, police said.