The man, who asked not be named, tried to resuscitate one of the women who died in the attack near Castle Swimming Pool, Pinchbeck Road, Spalding, at about 9am on Tuesday.
Police later confirmed that the shootings were unrelated to terrorism and that the gunman was among the three people who died.
The worker said: “I was working nearby and at about 9am, I heard three shots that went off.
“I jumped over a fence to go and help which is when I saw a man in his late 40s to early 50s, a woman who was about 40 and a younger woman who was about 20.
“When I arrived, the man was dead and I also saw a shotgun briefly.
“Then I gave the mouth-to-mouth resuscitation to the older woman who was severely injured, while another lad came out of the swimming baths to help the younger woman.
“From what I could tell, the man had done away with the two women and then shot himself last.
“Now I just want to forget about it and put it behind me.”
Once the seriousness of the incident came to light, an official from South Holland District Council helped police in cordoning off the area and closing both the Castle Swimming Pool and the nearby Castle Sports Complex.
A staff member at Castle Sports Complex said: “It was a major incident and we were all shook up by it.”