According to Jacki Kelley, public information director for Jefferson County Sheriff's Office, the victims' vehicle drove away from the scene after the incident and stopped at an intersection in Denver, at which point police were called and the three people were transferred to the hospital.
Their injuries were not believed to be life-threatening, Kelley told NBC News.
No shooter had been apprehended by 1:40 a.m. local time (3:40 a.m. ET) but Kelley said the national park surrounding the amphitheater had been sealed off, and anyone in a car would have to come through the main gate.
"Hundreds of police officers are involved in the search backed up by a helicopter," she said. "Anyone leaving the national park would have to go through the gate or walk through the mountains on foot."
Large police presence at Red Rocks Park due to shooting. All "concert goer" cars in the park being searched. #JCSO#Jeffco