The shooting in the northeastern city of Fortaleza injured at least another six people, authorities said.
Some are in a serious condition.
Authorities said the motive was not yet known, and were investigating whether it was related to a conflict between drug gangs.
Eyewitnesses told local television channel Globo TV that three cars full of armed men arrived at the Forro do Gago club at 12.30am and fired at the front of the building.