Two of the victims were visitors, the Canadian Broadcasting Corp. reported, and the other two lived in the trailer on Bermuda Bay. Another man got out and was transported to a hospital in Winnipeg.
All five lived in Selkirk, a small city northeast of Winnipeg. Police did not release their names, but said the two guests were 18 and 37, and the others 39 and 42.
Neighbors said the injured man was Brendan Crate, 19.
Investigators had not determined a cause for the fire.
Firefighters took about 45 minutes to put the fire out, witnesses said.