MADRID (Reuters) - Three women were crushed to death in a stampede apparently caused by a firework at a Halloween party in Madrid early on Thursday, the city's vice-mayor said.

Two other women were in critical condition.

Thousands of revelers had packed into the Madrid Arena for the party, which featured electronic music.

The stampede was believed to have been caused when someone lit a flare or firecracker in a corridor, creating a panic, vice-mayor Miguel Angel Villanueva told a news conference.

The event had not been oversold, he said.

An emergency services spokesman said two women were killed at the venue and a third died after being rushed to hospital.

Halloween parties are popular in Spain, where the traditional All Saints' Day festival of November 1 is a public holiday marked by people putting flowers on the graves of their relatives.

(Reporting by Inmaculada Sanz and Clare Kane; Editing by Angus MacSwan)