At least 18 people were injured in the blast. Some of them had serious injuries, police said.
The blast took place on Tuesday night at the illegal cracker godown in Sular Gharat village near Dirba town, about 150 km from here.
Police officials said four of them died on the spot while another victim succumbed to his injuries later.
The godown was being operated in a residential area. The building, where hundreds of crackers were stored caught fire. It collapsed completely making matters worse.
Buildings in the vicinity were also damaged.
In the night-long operation, authorities rushed in with the fire brigade and JCBs to clear the rubble and evacuate those injured.
Police sources said three-four other illegal cracker godowns were located in the vicinity of the blast site. Action was being taken against such godowns.