The sixth child pulled from the water was hospitalized.
The children — ages 10 to 17 — were swept away in the Meramec River Sunday evening at Castlewood State Park, said Tracy Panus, a spokeswoman for St. Louis County police.
The six were part of a group of about 50 youngsters with the St. Louis Dream Center, an interdenominational church that was celebrating a volunteer appreciation day with a barbecue and swimming in Castlewood State Park southwest of St. Louis.
Brett Blume, a reporter in Saint Louis, told CBS Radio News that "one of the children suddenly got swept away by a hidden strong undertow, and one person tried to help that victim, and the next and the next until six people" were involved.
CBS News affiliate KMOV reports that the victims were identified as: Ryan Mason, 14; Damon Johnson, 17; Bryant Barnes, 10; Deandra Sherman, 16; and the only female, Dana Johnson, 13.
All the children except Deandra had the same mother, Edris Mason, and all are from St. Louis.
The identity of the surviving child was not released.
"Let me say this is one of the most horrendous things a church family, any family, would have to go through," said church pastor Jeff Allensworth. "I just ask that as we sort through this and minister to the families, you all pray for us. We really need the support and prayers of the church and community."
Asked if he knew how the drownings had happened, Allensworth told reporters outside the church, "At this point we are investigating the details. I really don't have a good answer for that right now."
Authorities received the first call around 6:30 p.m. Sunday and worked throughout the night to find the victims.
Metro West Fire Department Chief Vincent Loyal said when rescue workers arrived on the scene, two people had already been pulled from the river, and one of them later died. The second youth, a boy, remained hospitalized, Loyal said.
Other victims were recovered throughout the night, Loyal said, with the last pulled from the river about 6 a.m. Monday.
St. Louis County Police Lt. Gary Barra said the victims were pulled from water eight to 12 feet deep, although some parts of the river are shallow enough to walk through.
The bodies were discovered about 200 yards downstream from a sandy beach where the group presumably entered the water, Loyal said. Athletic shoes, water bottles and a breathing mask with instructions were seen on the beach. The water at the beach area was calm and shallow Monday morning, though a swift current could be seen further down the waterway.
Rescue workers were hampered by inconsistent reports about how many children were attending the event and how many were missing, Panus said.
"It was just depressing," Panus said. "It was horrible. You have a church group out there for a good reason, a good cause. No one is out there drinking or getting stoned, and a tragedy can happen just like that. It's kids and it's tragic."
Parents said the children could swim, Panus said.
Its property encompassing an entire city block, the Dream Center in north St. Louis is an interdenominational church — billed as a "healing place for a hurting world" — that offers a variety of social services from a teen drop-in center to programs for the homeless.