Police confirmed that the incident occurred at Club Blu in Fort Myers, which US media said was holding a party for teenagers.
A “person of interest” has been detained at another location, the station said.
The Fort Myers Police Department reported that while two individuals were fatally shot, “at least 14-16” more sustained minor to life-threatening wounds during the episode, which occurred at approximately 12:30 am (0430 GMT), according to NBC.
A nearby home and vehicles were also shot at, resulting in one minor injury, CBS news reported.
Police said officers were “actively canvassing the area looking for other persons who may be involved in this incident,” according to a statement obtained by NBC.
The shooting comes just six weeks after an attack on a gay nightclub in Orlando, Florida that left 49 dead in the worst gun massacre in recent US history.
Police killed the gunman, Omar Mateen, a 29-year-old US citizen of Afghan origin, after a three-hour standoff.
That rampage and other recent shootings have renewed debate about gun laws in the United States.