Authorities have identified the shooters, who were killed in the incident, as David N. Anderson and Francine Graham, according to the newspaper.
A law enforcement official told the Times that Anderson appeared to have ties to the Black Hebrew Israelite movement, which the Southern Poverty Law Center has reportedly designated a hate group.
The newspaper reported that Mindel Ferencz, who helped run the market, rabbinical student Moshe Deustch, Miguel Douglas, who was believed to be a store employee and Detective Joe Seals were killed in the incident.
Ferencz and Deustch were reportedly members of the Hasidic Jewish community.
Earlier on Wednesday, the mayor of Jersey City said that gunmen likely targeted the kosher market where the deadly shooting occurred on Tuesday.
"After extensive review of our CCTV system it has now become clear from the cameras that these two individuals targeted the Kosher grocery location," Mayor Steven Fulop tweeted.
Last night after extensive review of our CCTV system it has now become clear from the cameras that these two individuals targeted the Kosher grocery location on MLK Dr - the 2 JCPD officers that were on a foot post one block away immediately responded/engaged— Steven Fulop (@StevenFulop) December 11, 2019
The officer was reportedly killed at a cemetery before the three others were killed at the market.
Authorities are also looking into whether the shooters were connected to another recent killing, local news outlets reported.
--This report was updated at 3:30 p.m.