Eyewitness video shows violent winds and rain hitting Halkidiki, an area near Thessaloniki popular with holidaymakers, around 9.45 p.m. local time (2.45 p.m. ET).
An elderly Czech couple were killed when their caravan was blown over, and two Russians and two Romanians also died, according to CNN affiliate CNN Greece.
The localized storm reportedly only lasted around 10-15 minutes.
Other injured people were transferred to local hospitals and one was taken to intensive care, but all of them are in a stable condition, government spokesman Stelios Petsa was reported as saying by CNN Greece.
The local coastguard was also searching for a 62-year-old fisherman who went out to sea around 6 p.m. local time.
British tourist Kirstie Taylor, who filmed the video above, told CNN she was at Ikos resort in Halkidiki when the storm hit.
"It started with constant lightning, which went on for about 15 minutes. It was like someone switching a light on and off," she said.
"Then the storm happened very quickly. Chairs and tables were blown everywhere."
Family travel blogger Emily Kishtoo was at a beach party when the storm struck and the power cut out.