The force said there were still “significant emergency service vehicles” on the scene.
It added: “This is a quickly evolving incident and we ask that members of the public respectfully avoid speculation.”
The North East Ambulance Service said: “Sadly, despite the best efforts of everyone attending, a number of patients died at the scene,” the service said.
“We send condolences to all of those affected by such a tragic event and thank everyone for all they did to help.”
Anna Turley, MP for the local Redcar constituency, said she was “deeply saddened”.
“My thoughts are with the families and loved ones of those who have lost their lives, and with everyone affected,” she said.
“Thank you to all of our emergency services, who have worked through the night responding to this devastating incident.”