Four of the victims were found in a burnt-out car, the fifth was a security guard who was shot dead in his car while on his way to the scene, News24 reports.
Police were alerted early Saturday morning about a hostage situation and a shooting at the church.
"A group of armed persons came to Modisekirkkan and are said to have attacked people who were inside, which indicates that they came to take over the premises," said police spokesman Vish Naidoo.
About 40 people were arrested, including police and prison staff. In addition, some 40 firearms were seized.
Police later released men, women and children who were held hostage in the area of the church, writes News24.
The TV channel ENCA reports that the event is about a leadership battle in the church. Police are investigating if that is the case, according to News24.