The incident took place in the wee hours in the neighbourhood of La Piedad, the State Commission on Citizen Security (CES) said in a statement.
Authorities who arrived at the scene of the blast found the bodies of two men and a woman in the courtyard of the house, Efe reported.
One woman died en route to the hospital, while another woman died soon after arriving at a medical clinic.
The head of Civil Protection of Mexico State, Arturo Vilchis, confirmed that two other people had died in the blast.
An investigation will be necessary to determine the cause of the accident, he said.
Those who died were aged 22 to 69, although one of the victims has yet to be identified.
Two children under 10 and two adolescents are among the injured, who were taken to hospitals in Cuautitlan, Zumpango and Coacalco.
Some 23 houses were affected by the blast, as well as a dozen vehicles.
The state's Governor, Alfredo del Mazo, sent his condolences to the victims' family members via Twitter.
"I ordered the secretary of government to provide support to those who were injured as well as to the family members of the people who died. They will have our full support," he wrote.
Tultepec is known as the Mexican capital of fireworks and has repeatedly suffered deadly explosions.
One of the deadliest incidents took place in December 2016, when an explosion at the fireworks market killed 42 people
(This story has not been edited by Social News XYZ staff and is auto-generated from a syndicated feed.)
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