Police said it happened in the 500 block of Country Club Road just after 11:30 p.m.
Officers found two victims with gunshot wounds upon arrival to the scene.
Police said one victim was treated at the scene and released while another was taken to UNC Nash Hospital.
Two more victims were taken by personal vehicles to UNC Nash Hospital.
An investigation is underway.
If you have information about this incident, please contact the Rocky Mount Police Department at 252-972-1411, Twin County Crime Stoppers at 252-977-1111 or Text-A-Tip (Text RMPOL) and your message to CRIMES (274637). Your text is completely anonymous.