Warriors representatives told ABC 10 that Cauley-Stein was not in the area when the shooting occurred.
Cauley-Stein played for the Sacramento Kings from 2015-2019 before leaving for Golden State as a free agent this offseason.
Sheriff's Sgt. Tess Deterding said one of the men is in critical condition with life-threatening injuries. The other two men do not have life-threatening injuries.
The suspect, who was roommates with the three men at Cauley-Stein's home, is at-large and armed with a rifle and body armor.
Sean Cunningham of ABC 10 characterized the home as Cauley-Stein's "former residence that he used to rent over a year ago."
Furthermore, Lina Washington of ABC 10 reported Cauley-Stein's agent said his client does not own the home despite property records indicating he does.
The Sacramento County Sheriff's office provided more information about the shooting, reporting authorities said it occurred on the 10000 block of Clover Ranch Drive in Vineyard at 5:30 a.m. PT on Friday morning. The suspect is 25-year-old Trey Devaughn Hallman, who the office considers "armed and dangerous."
Two more roommates were also in the house at the time but were not hurt. Detectives found a handgun left at the scene.