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 (local time), according to NBC.
A nearby home and vehicles were also shot at, resulting in one minor injury, CBS news reported.
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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.