No Aussies harmed in Mexico shooting: DFAT

There are no reports of Australians being injured during a gunfight at a nightclub in Mexico.

A spokesperson for the Department of Foreign Affairs told AAP the Australian embassy in Mexico is in close contact with security agencies and there are no reports of Australians harmed in the incident at this stage.

However, several Australians were at the club at the time of the incident, with several posting on social media about how they ran for their lives.

At least five people, including four foreigners, were killed and 15 wounded after a shooter opened fire at the Playa del Carmen resort during the BPM electronic music festival.

Perth finance broker Trent Cray took to Facebook to say they were all ok.

"OMG the whole club just got shot up!!" he wrote.

Fellow traveller Zoe Craft also took to social media, thanking people for their calls and messages.

"Letting everyone know that myself and everyone I am with here are safe," she said.