Officials said seven people were in the Yuecheng fitness gymnasium in Huanan county, in the eastern part of the province, when it collapsed on Monday. Initial reports said children were at the venue when it collapsed, and rescue operations have ended.
State media said the collapse in Jiamusi city occurred at 7:20 p.m. (1120 GMT). Initial reports said three people were trapped inside.
The cause of the accident is under investigation, officials said, and the person in charge of the gym, managed by New Sunshine Fitness Club, has been detained by the police.
It was not immediately known what caused the collapse, but the country's northernmost province was slammed by harsh cold and blizzard weather throughout Monday that wreaked havoc on public transportation and closed schools.