Fort Myers police say it happened in the parking lot of Club Blu.
The Lee County Sheriff's Office told WINK the club was hosting a teen party at the time.
The victims haven't been identified by authorities.
Police say there's no known motive.
Later, a nearby home and vehicles were shot at, resulting in a minor injury, police say.
In addition, three persons of interest were detained in the vicinity and were being questioned, police said.
Lee Memorial Hospital issued a statement saying victims treated there ranged in age from 12 to 27. One died, 4 were admitted, one in critical condition, and others were treated and released, the statement said, adding that another victim was treated and released at Cape Coral Hospital.
Witnesses describe the scene at the club as a "madhouse."
After reports of gunshots, people poured out of the nightclub, a witness told WINK.
One woman who lives two blocks from Club Blu said she heard about 30 gunshots from what she believes to have been multiple guns.
When she arrived, people were crying and screaming as others were being carried away in ambulances to Lee Memorial hospital.
"It was unbelievable," she wrote via Facebook.
One man said a close friend was at the club at the time of the shooting.
"I called and couldn't get a hold of them, I rushed to Blu scared when I arrived I got one of them and he said that the shooter took of and the cops where chasing him," he wrote via Facebook.
He said he was struck by the large number of people desperately calling out the names of their loved ones outside the club.
"It was a mad house people were running everywhere. All people were saying was their friends' names to see if they're okay -- a lot of phone calls to parents," he wrote. "But it was one of the scariest sights to just see people come pouring out like that."