Two soldiers of the Bosnian army were shot dead late on Wednesday when an attacker opened a fire from an automatic weapon at a betting shop near the army barracks at the periphery of the capital Sarajevo.
The attacker also fired at a city bus while he was fleeing the scene.
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"An unknown attacker fired shots from an automatic weapon, killing two servicemen of the Bosnian armed forces," said Sarajevo police spokesman Irfan Nefic.
Nefic said the attacker also fired at a city bus while he was fleeing the scene. The bus driver and two passengers were injured by broken glass, he added.
Witnesses at the scene said the attacker appeared to be a follower of the ultra-conservative Salafi Muslim movement in Bosnia, but Nefic could not confirm the reports.
The police were searching for the attacker, Nefic said.
Regional police directorate chief Dragan Lukac said it was too early to say whether the attack was an act of terrorism or simply murder. "We should wait for the investigation to complete," he said.