Unipouheos First Nation is about 250 kilometres northeast of Edmonton.
Elk Point RCMP said first responders responded to a scene on Highway 897 on Unipouheos First Nation at around 11:30 p.m. after receiving a call about a possible explosion.
Police said when officers arrived on scene, two vehicles were on fire after a head-on collision. The blaze was extinguished by fire crews.
A 29-year-old woman who was driving one vehicle and a 39-year-old man who was driving the other vehicle both died at the scene, according to RCMP.
Police said the woman was a resident of St. Albert, Alta., and the man was a resident of Moosomin First Nation, Sask., but their names will not be released.
The cause of the fatal crash is being investigated.