The deaths occurred in the states of Kentucky and Missouri, reports NBC News.
Several people are suspected to be trapped under rubble since buildings were destroyed and collapsed in the severe weather, writes the news agency AP.
Friday's severe weather caused, among other things, serious injuries in Missouri, created tornadoes in Wisconsin, left hundreds of thousands without power in the Great Lakes area and led to a widespread heatwave in Texas.
In the city of Saint Louis in Missouri, over 100,000 households were left without power and 5,000 homes were damaged in the severe weather.
The weather authority National Weather Service (NWS) is also warning of hail the size of "baseballs" in several states, including Kentucky, Indiana and Illinois.