The wife of an Indian man shot dead in a bar in a Kansas town says she had expressed concern about the targeting of immigrants in the United States before the attack, but her husband told her not to worry.

Speaking in Kansas on Friday, Sunayana Dumala, wife of Srinivas Kuchibhotla, said she had questioned whether it was safe to live in the US after other shooting incidents.

"We always wondered how safe it was to stay in the United States of America, but he always assured me that only good things happen to good people," said Dumala. "He did not deserve a death like this."

Kuchibhotla, 32, was killed and Alok Madasani - also 32 and from India - wounded in Austin's Bar and Grill in Olathe on Wednesday night.

American Ian Grillot, 24, was shot but survived after he chased down the attacker.

READ MORE: White House reacts to killing of Srinivas Kuchibhotla

At least one bystander told the Kansas City Star newspaper the assailant shouted: "Get out of my country" before shooting the Indian victims.

The FBI is investigating whether the attack was a hate crime - the official term for crimes motivated by bias or prejudice.

Pratik Mathur, spokesman for the Indian embassy in Washington DC, said India had requested a "thorough and speedy investigation" by US authorities.

The shooting triggered outrage on social media with people voicing concern that Trump's "America First" position on immigration and jobs has fuelled a climate of intolerance.

Sean Spicer, White House spokesman, said on Friday any loss of life was tragic, but it would be "absurd" to link the killing to Trump's rhetoric.

'Mindset of hate'

The suspect fled and was arrested five hours later at a restaurant in Missouri. He reportedly told an employee there he needed a place to hide because he had killed two Middle Eastern men, the Star reported.

Adam Purinton, 51, was charged on Thursday with one count of premeditated first-degree murder and two counts of attempted premeditated first-degree murder, District Attorney Stephen Howe told reporters.

At Kuchibhotla's family home near the Indian tech hub of Hyderabad, relatives backed government calls to ensure the safety of Indians living in the US.

"The government should voice out this strongly because our brothers, sisters and our relatives are there," the victim's brother, Venu Madhav, told Reuters Television.

READ MORE: Srinivas Kuchibhotla - US murder possible hate crime

Madhav said the US government under Trump seems to be "cultivating the mindset to hate Asians and Middle East people".

Dozens of people attended a candlelight vigil Friday evening in Olathe at a church across the road from the bar where Kuchibhotla was murdered. Hundreds of thousands of dollars were raised through crowdfunding sites for the three victims.

"When we peel the layer, then we realise, oh, gun violence was actually somebody killing people because they are different … That's when it became really hard to really make sense of this," said Olathe resident Shabina Kavimandan.

Trump's immigration restrictions could target skilled Indian workers as the government considers curbing the H-1B visa programme, worrying both India's $150bn IT services industry and Prime Minister Narendra Modi's government.

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Social media lit up with responses to the Kansas attack.

"Don't be shocked! Be angry!" Siddharth, a well-known South Indian actor who uses one name, tweeted to his 2.6 million followers.

"Trump is spreading hate. This is a hate crime! RIP #SrinivasKuchibhotla."