The spectator who died in the shooting that targeted Donald Trump at a Pennsylvania rally has been identified as Corey Comperatore, a 50-year-old firefighter and father of two.

"We lost a fellow Pennsylvanian last night, Corey Comperatore," the state's governor, Josh Shapiro, told reporters. "I just spoke to his wife and his two daughters."

He said the victim was a churchgoing firefighter and an enthusiastic Trump supporter who "loved his community and most especially...his family."

Shapiro called Saturday's shooting, in which two other spectators were wounded, "shocking, for this Commonwealth (state) and the country."

The other victims have yet to be identified, though NPR news affiliate WESA quoted hospital officials in Pittsburgh as saying both were local men and both remained in critical condition.

The shooter, identified as 20-year-old Thomas Matthew Crooks of nearby Bethel Park, was killed by a Secret Service sniper.

One of Comperatore's daughters, Allyson, described her father in a Facebook post as "the best dad a girl could ever ask for," someone always ready to help and quick to "make friends with anyone."

"The media will not tell you that he died a real-life super hero," she said.

"He threw my mom and I to the ground... (and) shielded my body from the bullet that came at us."

Shapiro also described Comperatore as "a hero" who died protecting his family. He said state flags would be flown at half-staff to honour the victim.

"Corey was an avid supporter of the former president," Shapiro added, "and was so excited to be there last night."

A GoFundMe page created to raise money for the Comperatore family had received donations of nearly $330,000 as of 3:00 pm.