Police spokesman Danny Richer said a man has been arrested. The gunman was shouting in French, "The English are waking up!"
A 45-year-old man died in the shooting, while another man, in his 30s, was hospitalized, said Richer.
Marois, who becomes the first female premier of the province, was pulled off the stage and is uninjured. Later Marois, 63, returned to the stage and requested the crowd to leave quietly.
On Tuesday, separatist Parti Québécois, led by Marois, won the provincial election defeating the Liberal Party that has led the Quebec Province for nine years. Parti Quebecois demands independence for Quebec, a French-speaking province in Canada.