Winnipeg police arrived at the scene and found five victims "with injuries consistent with being shot," said the local police in a news release, Xinhua reported.
An adult male and an adult female were pronounced dead at the scene, it said, adding that three of the victims were taken to a hospital, and one of those victims later died while the other two remained in critical condition.
No arrests have been made, it said, and the homicide unit continues to investigate.
The victims' identities are still being confirmed and further details will be shared as the investigation evolves, it added.