The gunmen also wounded many others.
The worshippers were murdered during their weekly fellowship, the News Agency of Nigeria reports.
Confirming the incident, the Commander of the Joint Military Task Force in Lokoja, Lt-Col. Gabriel Olorunyomi, said 15 worshippers died instantly in the attack while another died on the way to the hospital.
He said that many of the injured were rushed to hospitals in Lokoja, a distance of 40 minutes from Okene.
Although no group has claimed responsibility for the attack, it bears the hallmarks of the Boko Haram sect.
Last month, suspected Boko Haram members attacked a church in Okene, although no lives were lost.
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