Other residents at the Gainsborough Care Home in Swanage were evacuated from the premises to a nearby church hall as an investigation was launched, including with a gas distribution company.
One local councillor told British media that a carbon monoxide leak could be to blame but there was no immediate confirmation.
A spokesperson for gas network company SGN confirmed that engineers were called to the care home on Wednesday morning, the BBC reported.
Dorset Police said the deaths at the care home, which has 48 rooms and residents with dementia, were being treated as "unexplained".
"The families of those who have died have been informed and the coroner has been notified," the force said in a statement.
"At this time there is nothing to indicate any risk to the wider public."
South Western Ambulance Service said separately that it was called to the home at 0420 GMT and sent a hazardous area response team, 10 ambulances each with two crew, and "a significant number of additional resources".
"Two patients were conveyed by ambulance to Poole Hospital," it added.
The care home is run by Agincare, one of the UK's largest independent care providers.
At its last inspection October 2021 by the Care Quality Commission regulator, its standard of care was classed overall as "good".