Two other people were injured during Sunday's collapse, which hit two neighbouring wells, each containing two gold panners, the same sources added quoting one of the injured.
A huge rock had fallen on the two wells that immediately cause them to collapse on their panners.
The bodies of the victims and the two injured were transported to Zouerate where they will be handed over to their relatives.
Gold panning activities have been witnessed in Mauritania in recent years, attracting a large number of people to the north of the country.
But they often lead to incidences of well collapse, some of them fatal.