The incident occurred near no-man's-land on the border between Greece and Macedonia, where thousands of migrants of different nationalities gather daily, hoping to secure passage to northern Europe.
Both survivors were hospitalised but one is in critical condition, the authorities said.
No arrests were made.
Greek media reported that the assailants stole 400 euros (USD 435 euros) and a cellphone.
Countries along the Balkan route have restricted entry only to refugees from Syria, Afghanistan and Iraq.
More than one million migrants and refugees crossed the Mediterranean Sea to Europe in 2015, nearly half of them Syrians, according to the UN refugee agency, UNHCR.