The watchdog, called Bureau des enquêtes indépendantes (BEI), say the accident happened at about 1 a.m. Sunday as local police pursued the driver of an allegedly stolen vehicle.
The suspect allegedly fled the police and sped up before crashing into another vehicle, causing both to catch fire.
The watchdog says the driver of the allegedly stolen vehicle and one of the three occupants of the second car have died.
The victims’ identities have not been released.
The BEI assigned five investigators to the probe and will have help from two provincial police technicians.