The injured were taken to area hospitals for treatment and further evaluation.
"We send our prayers and condolences to the families of Marines involved in this tragic incident. We remain focused on ensuring that they are supported through this difficult time," said the force's commander, Maj. Gen. Raymond C. Fox. "We mourn their loss, and it is with heavy hearts we remember their courage and sacrifice."
The identities of those killed were not released pending notification of their families and a 24-hour waiting period after that.
The Hawthorne Army Depot stores and disposes of ammunition. The facility is made up of hundreds of buildings spread over more than 230 square miles.