At least four people have been killed and two are in a critical condition after a school shooting in the Canadian province of Saskatchewan.

Police have confirmed that the suspect, understood to be a former student at the school, was apprehended at the scene. 

The victims have not officially been named, however, family members say 23-year-old teacher Marie Janvier is among the dead.

Speaking from the World Economic Forum in Davos, Switzerland, Canadian Prime Minister Justin Trudeau said the shooting was  "every parent's worst nightmare".

Our country's heart is breaking. We grieve with - and stand with - the people of La Loche today. Full statement: https://t.co/tWQAaewlX1

— Justin Trudeau (@JustinTrudeau) January 23, 2016

In a news conference Chief Superintendent Maureen Levy corrected initial reports that five people were killed in the attack, saying there were four fatalities. 

She told reporters several people were also injured, but did not confirm numbers. 

She said the motive for the attack, Canada's worst school shooting in decades, remains unclear.

A lockdown on the school, which is in a remote, impoverished area, roughly 600 km from the central city of Saskatoon, has now been lifted and all children have been moved to safety.

Police have confirmed the shooting also affected a second location, but did not confirm reports that it may have been the suspect's home.

Officers said they were called to reports of a "serious situation" at the school shortly after 1pm local time. 

The school wrote on its Facebook page that both the senior and elementary school buildings in the complex were "under lockdown", urging the public to stay away. 

Saskatchewan's StarPhoenix newspaper quoted a student who said he was returning from lunch when his friends ran past him urging him to get out.

"Run, bro, run!" Noel Desjarlais-Thomas, 16, said his friends told him as they fled.

"There's a shotgun! There's a shotgun! They were just yelling to me. And then I was hearing those shots, too, so of course I started running."

In a statement Premier Brad Wall said: "Words cannot express my shock and sorrow at the horrific events today in La Loche."

"My thoughts and prayers are with all the victims, their families and friends and all the people of the community," he added.

Gun violence is relatively rare in Canada, which has stricter gun laws than the United States.

In 1989 a gunman, armed with a rifle and hunting knife, killed 14 college students at Montreal's Ecole Polytechnique, before turning the gun on himself.