Durr was responding to a call when he was shot.
Warren Strain, a spokesman for the Mississippi Bureau of Investigations said the shootings took place at three different homes Saturday night in Lincoln County.
Charges have not yet been filed against the suspect, Strain saying that it would be "premature" at this time to discuss motive.
It isn't known whether the suspect knew his victims before he was alleged to have killed them.
Two of the victims were boys. Three females and the deputy were killed at one location and more bodies were found elsewhere: the two boys at one location and a man and woman at the third location.
The local newspaper, The Clarion Ledger, reported that the suspect appeared to be lucid. "I ain't fit to live, not after what I done," he said, adding that he'd been talking to his wife and members of her family when someone called the police.
"I was having a conversation with her stepdaddy and her mama and her, my wife, about me taking my children home. Somebody called the officer, people that didn't even live at the house. That's what they do. They intervene. They cost him his life," Godbolt said, apparently about the slain deputy. "I'm sorry."
He said that he didn't intend to be taken alive. "My intentions was go have God kill me. I ran out of bullets. Suicide by cop was my intention."
Godbolt is being treated for a gunshot wound at a Jackson hospital and it isn't clear that he has been charged at this time.