It housed players between 14 and 17 years of age.
Flamengo is one of Brazil's biggest and best-known clubs.
Fire swept through an unlicensed lodging at the training center of Rio de Janeiro soccer club Flamengo on Friday, killing 10 members of the club's youth team and injuring three more, one of them seriously, firefighters and news reports said.
The gunfire startled the community of Falled-Fogueteiro in central Rio de Janeiro, where seven suspects were arrested, R7 reported.
The dead were six players and four team staff, the channel Sportv said.
Distraught relatives rushed to the facility seeking information about loved ones, TV footage showed.
Tributes from fans are laid over a Flamengo flag outside the club's training complex that was gutted by fire.
Three teenagers were also injured, one of them seriously.
"Those who died were athletes", she said, adding that their identities had not been released and the cause of the fire was unknown. But rival teams across Brazil, including fellow Rio sides Botafogo, Fluminense and Vasco da Gama, tweeted their solidarity.
"What sad news! Pray for everyone!", Vinicius wrote on Twitter.
He added: "Just to remember the nights and days that I spent [at the centre], is to shiver".
"I still can't believe it but praying for all". It took around two hours for the fire to be brought under control. Many, particularly those who live outside of Rio de Janeiro, stay at the facilities while training.
The fire brigade said in a statement that the center was "in the process of" meeting fire safety standards but did not yet have a certificate of approval.
"The majority of [the team] stayed, my friends stayed [at the facility]", he said.
The club posted a graphic on Twitter that said "Flamengo is in mourning". He published the club's crest in black-and-white alongside the message.
The Ninho do Urubu, or Vulture's Nest is so called because the club's symbol is a vulture.
Pele provided his sentiments, saying: "My day started with the news of about the [training camp] of @Flamengo - a place where young ones pursue their dreams".