This still image taken from video shows a tornado in Carl Junction, Missouri.

At least three people have been killed in a violent tornado sweeping across the US state of Missouri, officials said Thursday.

An emergency alert was issued for the state capital Jefferson City advising people to take shelter as heavy rain, hail, wind and lightning struck the state, along with neighboring Oklahoma and Kansas.

"Violent tornado confirmed -- shelter now!" tweeted the National Weather Service.

Three fatalities were confirmed in Golden City, 170 miles (270 kilometres) southwest of Jefferson City, along with "several injuries" in nearby Carl Junction, the Missouri Department of Public Safety said.

Extensive damage was reported in the state capital, with images posted on Twitter by the department showing downed power lines and uprooted trees.

Emergency officials carried out door-to-door searches amid reports of trapped residents, while authorities warned of flash flooding following the heavy downpours.

Some 3,500 people were left without electricity following several outages caused by the severe weather, power company Liberty Utilities Empire District wrote on Facebook.

Tornado warnings remained in place outside St. Louis, in eastern Missouri, early Thursday morning.

In neighboring Oklahoma, Tulsa mayor G. T. Bynum said residents close to a dam on Keystone Lake were being encouraged to evacuate their homes due to the risk of flooding.

Agence France-Presse