The man was recently transferred to an air base in the town of Kota Samarahan and was required to stay in a COVID-19 quarantine, the New Strait Times daily said.
He left quarantine without permission and rode a motorbike to a guard post shortly past 7 a.m. as five night guards were about to complete their shift.
The suspect is believed to have taken out his Colt and asked those present, "Do you want to live or die?"
He then fired at another corporal, wounding him in the stomach, and shot two other servicemen as they tried to flee, before killing himself. The assailant succumbed to his wounds in the nursery unit at the base.
An investigation has been opened into the incident. The cause of the shooting spree is unknown. Police have identified the victims.