Government spokesman Seydou Gueye said Thursday that several others were wounded in the fire Wednesday in Medina Gounass village.
President Macky Sall offered condolences to victims' families. He said the interior ministry would visit the site Thursday.
Senegalese national TV reported that strong winds and makeshift shelters allowed the fire to spread, though the cause of the fire was not immediately known.
Thousands of Muslim men from Senegal, Guinea and other West African countries meet annually in Medina Gounass for the spiritual retreat.
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