No arrests were immediately announced and police were working to identify a suspect or suspects in the episode, ABC News reported.
The shooting erupted at the Klymax Lounge southeast of downtown Kansas City around 1:30 a.m. local time, the Kansas City Police Department said in a statement.
Officers responded to reports of gunfire at the nightclub and discovered two people fatally shot, police said.
Police added that "One of those victims was located outside the lounge and the second was located inside the business."
Three other people wounded in the incident were taken to ambulance to hospitals, according to police. One of the victims died upon arrival at a hospital, police further noted.
AMK/PR