Two members of the group died after being buried in the avalanche. Three people were uninjured.
Officials say the group was at the bottom of a steep slope and triggered an avalanche at Lake Agnes around 3 p.m. Saturday.
The female and male victims, aged 31 and 42 respectively, were from outside the country but had been working in Alberta, in Calgary and Edmonton.
"They're not from Canada," said RCMP Const. Robert Wright.
"They were working nationals in the country, but they were residing in the cities of Calgary and Edmonton. We've been working with the immediate next of kind and the embassies in Ottawa to contact all the appropriate parties," he said.
Parks Canada says the three who weren't caught in the slide called for help on their cellphones and managed to pull one of their companions out.
Safety crews from the park took four of the snowshoers away from the site, then triggered two more avalanches.
They say once the area was deemed safe, a search dog was brought in to find the remaining snowshoer.
Lake Agnes is a popular spot for snowshoers and skiers.
Recent warm weather has made for ideal avalanche conditions throughout the area.