Canadian Prime Minister Justin Trudeau said a suspect was in custody.
Trudeau initially said five people had been killed, but police later corrected that to four.
"This is every parent's worst nightmare," he said from Davos, Switzerland, where he is attending the World Economic Forum. "The community is reeling."
Kevin Janvier told the Associated Press that his 23-year old daughter, Marie, a teacher, was shot dead by the gunman. He said police told him the killer first shot two of his siblings before shooting Marie.
"He shot two of his brothers at his home and made his way to the school," he said. "I'm just so sad."
Marie was Janvier's only child. He said he didn't know if the shooter knew his daughter.
Levy said she wasn't sure how many people were injured. The Prime Minister earlier said two had suffered critical injuries.
"At the present time there are four individuals deceased," Levy said.
She declined to release more details, saying the investigation was in its early stages. She declined to give the sex or ages of the deceased.
A student who was just returning from lunch when shots were fired said his friends ran past him urging him to get out.
"Run, bro, run!" Noel Desjarlais-Thomas, 16, recalled his friends saying to him as they fled La Loche's junior and senior high school.
"'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."
The Grade 7-to-12 La Loche Community School is in the remote Dene aboriginal community of La Loche, Saskatchewan. La Loche is home to about 3000 people.
Saskatchewan Premier Brad Wall took to Facebook to express his alarm over the tragedy.
Words cannot express my shock and sorrow at the horrific events today in La Loche. My thoughts and prayers are with all...
Posted by Brad Wall on Friday, January 22, 2016
United States Ambassador Bruce Heyman offered his condolences in a statement and noted the problem of school shootings in America.
"We have experienced similar tragedies far too often in the United States and understand all too well the heartache and sadness that result from such a horrific event," Heyman said.
The La Loche area's representative in Parliament, who attended the same school, was setting up a constituency office in the community when the shooting occurred.
"We're fairly shaken up. It's a sad day," said Georgina Jolibois, who was Mayor of La Loche until she was elected to Parliament last autumn. "My own nieces and nephews were inside the school."
Jolibois said she went to the school and spoke with some of her relatives, who were unharmed.
Bobby Cameron, chief of the Federation of Saskatchewan Indian Nations, said it was the worst tragedy to ever hit the community. The Dene are an aboriginal group who inhabit the northern parts of Canada.
"It's not something you ever imagine happening here. The whole community, province and country has been affected and we will all go into mourning," said Cameron, who has attended graduations at the school for the past few years. "Right now we're just in a state of shock and disbelief."
In 2014, teacher Janice Wilson expressed concern to the Canadian Broadcasting Corporation about violence at the La Loche school, citing an incident in which a student who had tried to stab her was put back in her classroom after serving his sentence.
"That student got 10 months," Wilson said. "And when he was released he was returned to the school and was put in my classroom."
Another student had attacked her at her home.
Shootings at schools or universities are rare in Canada. However, the country's bloodiest shooting occurred on December 6, 1989, at Montreal's Ecole Polytechnique, when Marc Lepine entered a classroom at the engineering school, separated the men from the women, told the men to leave and opened fire, killing 14 women before killing himself.
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