The shootings took place at St. John's Mercy Urgent Care Center in O'Fallon, about 30 miles northwest of St. Louis. No patients or other clinic workers were injured.
Capt. Dave Todd, who led the police commando team that responded, identified the slain woman as medical center lab technician Jenenne Meadows, 47. Police identified the suspect as 45-year-old Gary Sheets, reports CBS affiliate KMOV-TV in St. Louis.
Todd called the deaths "a tragic ending to a tragic situation." He said the couple had lived together in St. Peters and had broken up one or two months ago.
Sheets entered the building about 4:40 p.m., brandished a gun and ordered people to leave, then went to the second floor and spent about 90 minutes with Meadows in a locked room.
Within minutes the SWAT team swarmed on the building and camped outside the second floor lab room for an hour and a half unable to negotiate with the gunman, reports KMOV.
Negotiations were started with the suspect but quickly broke down. There was no contact with the suspect for approximately 45 minutes, said police.
Todd, the special enforcement commander for the St. Charles County, said police stationed in the hallway heard the pair arguing. They tried repeatedly to call the man on various phones, but he did not answer.
Todd said the gunman told Meadows he was going to kill her but that allowed her to telephone her family. Todd said family friends informed police that Meadows had told her relatives she loved them.
He said officers learned of the call while the standoff was under way and knew the situation was deteriorating. Sheets opened fire around 6:30 p.m. as Meadows ran to the door and unlocked it. She was struck twice in the abdomen.
Police stormed in, surrounded Meadows and shot and mortally wounded Sheets.
Medics in the police team tended to Meadows' wounds. She was talking, telling them, "I'm hurt," Todd recalled.
She was rushed to a St. Charles hospital and died in surgery.
A woman who works at the medical center told the St. Louis Post-Dispatch she had been on the first floor when workers were told to go on lock-down. Patients were taken to secure rooms, she said.
Hospital spokesman Bill McShane issued a statement saying, "We are saddened by the events of this evening."