Five bodies have been pulled from the wreckage of the rink in Bad Reichenhall, while a child died on the way to hospital.
Police said rescuers have found four other bodies but have not been able to pull them from the rubble.
The town is on Germany’s border with Austria.
About 32 people were injured, some seriously, in the accident at the ice skating rink, police said.
At least four of those killed were children.
"We are assuming that we will find still more dead," said police spokesman Franz Sommerauer.
German television network ZDF said rescuers hope they will find some victims alive after hearing noises probably made by trapped survivors.
About 50 people were in the building at the time of the collapse, including many families.
A spokesman for private aid group Malteser said the rescue efforts are a race against time as some of those missing may be pressed against the ice and at risk of hypothermia.
Malteser has sent counsellors to help victims' families.
Cranes lift roof
The fire brigade used cranes to lift remaining sections of the roof to allow better access in the search for survivors.
Around 300 rescue workers including staff from the nearby Austrian city of Salzburg were on the scene.
But rescue efforts were complicated by continued snowfall following a blizzard that began overnight.
The poor weather led authorities in the Berchtesgaden region to issue a general disaster warning.
It is not clear what caused the 1970s-era roof of the building to collapse.
While the town has been under continued snowfall since Sunday, the region is accustomed to heavy snowfall each winter.
Avalanche
Snow has also claimed the lives of at least two other people in the same area when an avalanche struck in the Bavarian Alps near Bad Reichenhall.
Ten people were reportedly caught in the sudden snow slide in the Reiter Alm range of the Alps but seven were able to free themselves, police said.
Two members of the group were later found dead, while rescue teams are still searching for the third.
The group had spent New Year's Eve in a mountaintop cabin and were on an off-piste skiing expedition when the avalanche struck.
Snow slides claimed the lives of four skiers in the French Alps at the weekend, while two climbers were also found dead near Mont Blanc, buried beneath snow at about 3,500 metres altitude.