Neighbors shot video of the fire, which raged through a multi-family home on Poplar Street.
Chief Michael Grant says eight other occupants of the home in the city's Fair Haven section were taken to the hospital with injuries not considered life threatening, including four people who jumped from second-floor windows.
The victims were found on the building's third floor.
The fire started at about 1 a.m.
The New Haven fire marshal is working to determine the cause of the fire.
Grant says a preliminary investigation shows that the fire started in the stairwell on the second floor and spread to the third floor.