The eight people had taken shelter under a tree when the lightning struck, police said.
One person identified as Chabi Jena died on the spot while a couple Ratnakar Rout and Swapna Rout were declared dead at the State Medical Hospital at Atharbanki, deputy superintendent of police Bhabani Mishra said.
The injured were being treated at the hospital where the condition of three was stated to be serious.
Meanwhile, under the impact of the gale, many trees were uprooted, cover of thatched houses blown away and electric and telephone wires snapped at several places in the town.