The teen daughter of former U.S. Olympic sprinter Tyson Gay has been killed in a shooting in the US state of Kentucky, police say.

According to the Police in Lexington, Trinity Gay was hit in the neck during an exchange of fire between two vehicles in a restaurant car park. She was taken to hospital where she later died, local media reported.

“Sending our thoughts and prayers to TysonLGay and his loved ones as they mourn the tragic and senseless loss of his daughter, Trinity,” USA Track and Field tweeted.

Mr Gay, who is from Lexington, confirmed her death to local TV station Lex 18.

"She didn't make it. I'm so confused. She was just here last week for fall break. It's so crazy. I have no idea what happened," he said.

"Our hearts are broken this morning over the loss of Trinity to this tragic and senseless act of violence," Fayette County School Superintendent Manny Caulk said.

"A life of such potential cut so tragically short," tweeted Julian Tackett, commissioner of the Kentucky High School Athletics Association.

“Our hearts are broken this morning over the loss of Trinity to this tragic and senseless act of violence,” Fayette County School Superintendent Manny Caulk said in a statement.

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Nandini