The shooting took place in the parking lot of Club Blu just after 12:30 am ET and police found "several victims suffering from gunshot wounds," the Fort Myers Police Department said in a statement. Injuries ranged from minor to life-threatening.
Three people had been detained for questioning, the police said, and the area was "deemed safe" although roads in the vicinity were closed as the investigation continues.
The victims arriving at Lee Memorial Hospital in Fort Myers ranged from 12 to 27 years old, according a statement from spokeswoman Cheryl Garn.
Local television reported that the club was hosting a "teen night." One victim died at the hospital, she said, while three others were admitted, one of them in critical condition.
Investigators were seeking to determine a motive and the identities of the two people who were killed, the statement said.
Police said shots were also fired at a nearby residence, where there was one minor injury.
Fort Myers police and the Lee County's Sheriff's Office were canvassing the area for other people who may have been involved, the statement said.
Representatives of the law enforcement agencies could not immediately be reached for further comment.
The shooting comes six weeks after a massacre at a nightclub in the Florida city of Orlando, in which a lone gunman killed 49 people in the deadliest mass shooting in US history.