Two adults, who were trying to protect the children, have also been left in critical condition, police said.
The children were attending a Taylor Swift event at a dance school when a 17-year-old with a knife walked into the premises and started to attack, Chief Constable Serena Kennedy said.
“We believe that the adults who were injured were bravely trying to protect the children who were being attacked,” she added.
She went on to say the motivation behind the stabbings “remains unclear”.
“Counter-Terrorism Police North-West have offered their support to Merseyside Police as the full circumstances of what has happened are being established,” she said.
“At this moment in time, the investigation is not being treated as terrorist-related.”
It comes after a 17-year-old boy was arrested on suspicion of murder and attempted murder in connection with the attack.
The teenager, from Banks, Lancashire, was arrested on Monday morning and remains in police custody, Merseyside Police said. He will be questioned about the incident.
Emergency services were called to a property on Hart Street, Southport at around 11.50am.
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A police statement said: “At this early stage, enquiries are ongoing to establish the motive for this tragic incident and we would urge people not to speculate while the investigation is ongoing.
“We can also confirm that the incident is not currently being treated as terror-related and we are not looking for anyone else in connection with the incident.
“Any updates will be provided to the public when available.
“Communities can also follow Merseyside Police on social media for updates and if they want to submit information, they can do so on the Merseyside Police website or Crimestoppers.”
North-West Ambulance Service Cheshire and Merseyside head of service Dave Kitchin told a press conference the knife attack would leave a “lasting impact on the whole community”.
Mr Kitchin also confirmed 11 casualties were treated at what he described as a “devastating scene”.
A local business owner, who was one of the people who called the police, said the incident was like a “scene in a horror movie.”
Colin Parry, owner of Masters Vehicle Body Repairs on Hart Street, said he believed six or seven “young girls” had been stabbed.
He said: “The mothers are coming here now and screaming.
“It is like a scene from a horror movie.”
“Police have got him,” he added.
“It’s like something from America, not like sunny Southport.”
Jack Mitchell, who works on Hart Street in Southport, told LBC he believed the building where the attack took place was a daycare centre.
“It’s just a few houses up the road, I think it is a daycare but it’s just on a residential street,” he said.
The local told LBC his colleague had seen “kids being carried out of one of the houses.”
Locals have been urged to stay away from the town centre.
Police are asking people not to speculate and that they will release more details as soon as they can.
Home Secrtary Yvette Cooper said she was “deeply concerned” about the “very serious incident” in Southport.
“All my thoughts are with the families & loved ones of those affected.
“I have spoken to the Merseyside Police & Crime Commissioner to convey full support to the police & thanks to the emergency services responding.”
Merseyside’s Police & Crime Commissioner, Emily Spurrell, said: “Like everyone, I am deeply shocked and concerned about the major incident in Southport this morning.
“An arrest has been made and there is no wider risk to the public.
“I would urge people to be careful about what they share online and not to speculate about this incident.
“Official updates will follow shortly.”







