Tempe Sgt. Steve Carbajal says at least two of the injured are in serious condition, while the others were treated at hospitals for wounds that appear less severe.
He says two young men are suspected in the shooting that occurred shortly before midnight in the parking of The Clubhouse on East Broadway Road, located about 7 miles east of downtown Phoenix.
The suspects fled on foot and remained at large early Saturday.
Carbajal says the shooting came during "some sort of altercation" at the club, where a rap music concert was going on.
He didn't have immediate details on a motive or the type of weapons used.