At least eight of those injured were in the Renown Medical Center in Reno, Nev., the Los Angeles Times reported. They were listed in various conditions, from serious to fair, a spokeswoman told the newspaper. USA Today also confirmed eight injured.
The Marines were part of the 2nd Marine Division, based at Camp Lejeune, N.C.
Army spokesman George Wright told the Times the explosion was caused by "a 60mm mortar round that was "lodged in the tube" during the exercise.
The identities of those killed was withheld pending notification of kin.
The 60mm mortar exploded in a tube at Hawthorne Army Depot in the Nevada desert as Marines were preparing to fire it late Monday, rocking the facility near the California state line, NBC News reported Tuesday.
CNN said a traffic accident at the facility was related to the explosion, but officials did not explain how it was connected.
The cause of the accident was under investigation.
The depot is a storage facility for ammunition and other equipment being removed from service, as well as a training facility for Special Operations forces preparing to go to the Middle East, KRNV-TV, Reno, said.
The Hawthorne Army Depot is about 140 miles southeast of Reno. The facility also provides high desert training facilities for military units.
"We send our prayers and condolences to the families of Marines involved in this tragic incident. We remain focused on ensuring that they are supported through this difficult time," Maj. Gen. Raymond C. Fox, commander of the 2nd Marine Division, said in a statement, the Times reported. "We mourn their loss, and it is with heavy hearts we remember their courage and sacrifice."