Unfortunately, mass shootings are common occurrences in the United States. When one occurs, it makes national news, becomes fodder for the ongoing national gun debate among politicians and activists, and may impact the demand for guns through fears of violence and future gun regulation. We attempt to estimate the overall effect of mass shootings on gun demand in the United States and how this effect varies across the nation, time, and other factors. Mass shootings are found to increase the national demand for firearms, with the effect lasting up to 2 months. Stronger effects are found in gun-heavy and/or Republican states but not necessarily near where the shooting occurred. Demand spikes are also larger if the shooter was White, female, or if the event took place in a rural setting, but seemingly less related to the specific venue, the shooter’s age or known mental health, the number of fatalities, or weapon characteristics.