A further 20 were injured in Dadeville, Alabama.
The shooting, apparently sparked by a fight, happened at the Mahogany Masterpiece Dance Studio about 10.30pm on Saturday.
Most of the victims were teenagers from the town, where serious crime is rare.
It wasn't known if a suspect had been arrested.
The shooting happened the same day that shots were fired into a crowd in Louisville, Kentucky, killing two and wounding four.
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