Multiple people were shot during the incident, which happened in the town of Manchester.
A child has been taken to a hospital in Springfield, Illinois, as a result of a gunshot wound.
The murders happened inside a public housing complex, the pastor of Manchester Baptist Church told NewsChannel 5.
Several nearby schools are on lockdown.
The incident has been confirmed by Illinois state police and the mayor of Manchester.
Manchester is located 85 miles north of St. Louis.
FT NEWS