New Mexico State Police said five people were injured in the incident.

"3 deceased," the police tweeted. "5 injured, receiving medical care," police said.

All those involved in the shooting are in police custody, said the mayor, according to CNN affiliate KOAT.

“All the individuals involved were members of biker gangs,”  Red River Mayor Linda Calhoun told CNN.

The shooting incident reportedly took place during the Red River Memorial Day Motorcycle Rally.