Emergency management authorities in the state's south-central McClain county confirmed the deaths in a Facebook post, adding that search and rescue efforts were ongoing late into the night.
"Crews are responding to reported injuries & persons entrapped within their shelters," the post said.
"We are conducting grid searches in an approximate 10 mile path."
Authorities warned the storm's toll could rise as the full extent of the destruction became known.
"As the night goes on, and the grid searches increase and information continues to come forward, the numbers may increase, unfortunately," sheriff's deputy Scott Gibbons told local NBC affiliate KFOR.
Footage from the broadcaster showed damaged and destroyed buildings, and debris littering the ground around the small town of Cole.
The National Weather Service office in nearby Norman, Oklahoma described "erratic" tornadoes and supercell storms in the region.
In a tweet shortly after midnight, the office said the area was storm-free, adding: "After the past 8 hours? Good riddance."
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