Freak winds gusting to to 160 kph (100 mph) in some places caused at least three other deaths in Spain and France, officials said.
An official with the Barcelona region's Interior Ministry said "many children" were trapped in the debris at the sports center, without offering specific figures. She spoke on condition of anonymity under agency rules.
The local newspaper La Vanguardia reported, citing unnamed municipal officials, that 16 other people were injured. It did not say how many were children.
A woman who said she had seen the accident told Spanish national broadcaster TVE that the children were preparing to play on a baseball field when they took shelter under a viewing stand with a corrugated metal roof. A photograph on La Vanguardia's Web site showed emergency workers gathered around a collapsed brick wall and iron roof.
Elsewhere in Spain, a woman died when a wall fell on her in Barcelona and a traffic officer was killed by a falling tree in northwest Galicia.
A powerful storm also lashed southwestern France, with the state-run electricity provider reporting about a million homes without power and rail authorities halting traffic in the region.
The government office in France's Landes region announced the first death in France linked to the storm
- a driver whose car was crushed by a falling tree, the regional prefecture said.
Interior Minister Michele Alliot-Marie announced that an additional 715 civil security agents would be deployed in the region
- on top of the 300 usually there, and that she plans to fly over the area Sunday once the high winds are over.
Prime Minister Francois Fillon, speaking at a meeting of the governing conservatives in Paris, said his thoughts turned "our countrymen in the south of our country who are now facing a very serious storm."
