Reports of violence and gun battles have become common near the two countries' shared border, where thousands of people are encamped.
A shooting between migrants near Serbia's border with Hungary early Friday left three people dead and one other person seriously wounded, Serbia's state RTS television service reported on Friday.
The shooting reportedly happened at abandoned farming warehouses near the village of Horgos. A large number of police officers were sent to the scene, RTS said. Police have yet to issue an official statement.
Reports of violence and gun battles have become common near the border between Serbia and European Union member Hungary.
Thousands of migrants have been camping in the area, looking for ways to cross with the help of people smugglers.
The Serbia-Hungary border area lies on the so-called Balkan land route of migration toward Western Europe, which leads from Turkey to Greece and Bulgaria, and then on to North Macedonia, Serbia, or Bosnia.
Hungary's staunchly anti-immigrant government has put up razor wire fence on the border with Serbia to stop the influx. People smuggling gangs, however, have multiplied in the border area, often clashing for control.
Serbian police have raided the border area on several occasions over the past several months. They later reported rounding up hundreds of migrants, arresting people smugglers and finding various weapons in the forested area.