Choate was shot in the upper chest and is in serious condition, officials said.
McMullan was shot in the arm and is in good condition.
The third victim, Mark Costiglione, 60, was taken to a hospital after being struck with an object during the incident. He has since been released.
Update 5:51 p.m. EDT: A male victim has been released from a hospital, while a female victim is still in stable condition, officials said.
The suspect was detained by guests at the wedding, WFXT reported.
"From my understanding they basically gang tackled him," Pelham police Chief Joseph Roark said. "There was a struggle (that) ensued, minor injuries occurred to the other guests who were in the struggle with the shooter."
Update 3:09 p.m. EDT: Two of the people - a man and a woman - sustained gunshot wounds, officials said.
Police officials told WFXT that one person was brought to Lowell General Hospital before being transferred to a Boston area hospital, while the two others were transported to Southern New Hampshire Medical Center.
New Hampshire's Attorney General's Office said there are no fatalities, adding they have one person in custody. The suspected shooter was detained by guests at the wedding before his or her arrest. The incident does not appear to be random, according to preliminary investigation.
Original report: There was an active investigation at New England Pentecostal Ministries in Pelham, WFXT reported
New Hampshire Gov. Chris Sununu tweeted "the State of New Hampshire will provide all necessary resources to support the community and our local partners."
One person was brought to Lowell General Hospital.
State and local police are on scene, along with Derry and Pelham fire departments.
"The FBI is aware of the shooting in Pelham, NH. We are coordinating with our state and local partners as expected and offering assistance, although none has been requested," FBI spokeswoman Kristen Setera, told WFXT.