The children, all over the age of 10, were found unresponsive early Saturday morning on the shore in the Portneuf-sur-Mer area north of Quebec City. They were taken to a hospital in the region and confirmed dead.
A man in his 30s remained missing.
Emergency services were called at 2 a.m., and six people were rescued from the water.
The incident occurred in the Côte-Nord region of Canada's Quebec which covers much of the northern shore of the Saint Lawrence River.
(Reporting by Kanjyik Ghosh and Nivedita Balu in Bengaluru; Editing by Cynthia Osterman)