Yem Sovathdeth, the general manager of Key Club, Vin Piseth, the manager's pregnant wife, and Yean Darith, a security guard, died during the fire, The Phnom Penh Post reported.
Another security guard, Dy Lida, and the owner of the club, Phun Bunthoeun, were injured and taken to the hospital.
The fire began at 10 a.m. Tuesday.
The blaze burned for an hour before firefighters with five trucks were able to stop the flames from damaging nearby buildings.
The fire was caused by faulty electrical wiring, police said.