It appears the four were fired upon as they arrived at the scene of a fire early on Monday morning.
The blaze broke out just before 06:00 local time and the shooting reportedly prevented firefighters putting it out for several hours.
A gunman has been found dead at the scene, local police say.
“Upon arrival of the first.. engine company and some firefighters in their personal vehicles, they underwent gunfire from a location unknown,” Webster’s Fire Marshal Rob Boutillier told reporters.
Police spokesmen said the area was “an active crime scene” but that no more shooters were believed to be present.
Police teams moved in to evacuate residents after the shooting, local media reports say.
Firefighters were then able to return to the scene and are now tackling the blaze.
“All of our thoughts and prayers go to the families and friends of those who were killed in this senseless act of violence,” New York Governor Andrew Cuomo said in a statement.
The debate on gun violence in the US was rekindled earlier this month by the shootings at a school in Newtown, Connecticut, which left 20 children and six adults dead at Sandy Hook Elementary School.
It was one of the worst mass shootings in American history.
President Barack Obama has promised to push for action on gun control while the National Rifle Association has called for armed security in all American schools.
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