"All activity has been called off, rescue teams pulled out and only bodies remain in the mine."
Several people were treated for extensive burns.
Local media reported that the explosion was caused by an accumulation of gas and took place nearly 1,000 metres (yards) below the surface.
The worst accident in Romania's outdated mining industry after the 1989 fall of communism killed 14 in 2001.
Mining was once a thriving industry employing almost half a million people in Romania and miners were a feared political force in the 1990s.
But the industry has struggled to compete against cheaper Russian coal and to keep customers in a more energy-efficient and environmentally-friendly age.
Restructuring has closed many mines and the Jiu Valley is now an isolated area plagued by environmental degradation and badly in need of investment.