The blast happened at Zubao Coal Mine in Lianyuan City, state-run Xinhua news agency reported.
Twenty nine people were working underground at the time of the blast, 16 of whom managed to escape through a shaft. Another four were rescued.
Three injured miners were being treated at a hospital and were said to be stable.
Efforts were on to retrieve bodies of three victims.
The licensed coal mine with an annual production capacity of 90,000 tonnes is owned by Tengfei Coal Mine Co Ltd.