The shooting occurred at 01:30 a.m. local time on Sunday (07:30 GMT), the WAFB television station said, citing police.
Three of the 12 people wounded were in critical condition at the hospital following the shooting, according to WAFB.
"I have requested several community organizations reach out and provide victims and their families with necessary services and ongoing support to help ensure there are no retaliations from this event. We will not stop our work until everyone feels safe and individuals no longer turn to guns to resolve their differences," East Baton Rouge Mayor-President Sharon Weston Broome said in a statement, as quoted by WAFB.
The motive behind the shooting is under investigation and police have not released any information on any potential suspects.
The shooting occurred just a day after 10 people were killed in a mass shooting in Monterey Park, California. That shooting is still under investigation.