Witnesses reported hearing gunfire in the early hours of Saturday morning in Rochester.
Interim Police Chief Mark Simmons told reporters a man and woman had died, both between the ages of 18 and 22.
The wounded were taken to two different hospitals and none of them are believed have life-threatening injuries, said police.
"This is truly a tragedy of epic proportions," Mr Simmons said near scene of the shooting, which appeared to stretch at least a block.
Multiple RPD technician units leaving the scene. pic.twitter.com/3jpNY81C3F— Tyler Brown 13 WHAM (@tbrown13WHAM)September 19, 2020
Witnesses told Wham the bullets sounded "like the Vietnam War."
A reporter at the scene said he could hear family members "crying and consoling each other". He added: "It’s really painful to hear."
Just arrived at a massive scene on North Goodman Street. Tons of police cars and a mobile command unit. I’m working to get more details at the scene. Stay with @13WHAM for the latest. pic.twitter.com/LF9iyjnU2Y— Tyler Brown 13 WHAM (@tbrown13WHAM)September 19, 2020
The shooting comes after the city’s police department was rocked by the suffocation death of Daniel Prude.
Video taken in March and made public by Mr Prude’s family on September 4 shows him handcuffed and naked with a spit hood over his head as an officer pushes his face against the street while another officer presses a knee to his back.
The officers held him down for about two minutes until he stopped breathing. He was taken off life support a week later.
On Monday, Rochester mayor Lovely Warren sacked police chief La’Ron Singletary, who she said initially misled her about the circumstances of Mr Prude’s death.