Police said the 'skirmish' took place around 3am on Wednesday at Rampura Balur Math.
Identities of the deceased could not be known immediately, reports Bangla Tribune.
Rampura SI Nazrul Islam said a RAB 3 team was involved in the “gunfight”.
He said the bodies of the deceased had been sent to Dhaka Medical College Hospital for post-mortem examination.
The reason behind the alleged gunfight was unclear.