The attackers shot at the faithful at the beginning of mass in the village of Dablo, which is 90 kilometres from Kaya.
A security source says the attack is believed to have been carried out by a group of about twenty to thirty armed men.
“Towards 9:00am, during mass, armed individuals burst into the Catholic Church. They started firing as the congregation tried to flee,” the mayor of Dablo, Ousmane Zongo, told AFP.
Burkina Faso has been struggling with jihadist violence since 2015; several hundred people have lost their lives in the violence.
The violence and attacks have forced tens of thousands to flee from their homes in the past few months.