In the early hours of this morning a woman, who was found to have been injured, was taken to hospital where she remains in a stable condition.
Officers gained access to the house and a man was found in the property but was pronounced dead at the scene.
During a search of the house, the bodies of two children were also found.
Detailed forensic examinations are underway at the house, as are house-to-house enquiries with residents elsewhere in Welwyn Road which remains cordoned off at its junction with both Glebe Road and Trevor Road and is likely to remain so for some time yet.
It is not yet known what caused the deaths of the man and the two children.
Whilst post mortem examinations will take place to establish these details, at this stage officers are not looking for anyone else in connection with the incident.
According to the Hinckley Times, police have confirmed that despite reports, there were no guns involved.
Detective Chief Supt David Sandall, Head of Leicestershire Police’s Crime and Intelligence Directorate, said: “A number of enquiries are now underway to understand what caused the three deaths, and the circumstances surrounding the events of last night in the house. Whilst we are not, at this stage, looking for anyone in connection with what happened, we would like to hear from anyone who may have information for us.
“Police officers and other specialist units will remain in the area in order to carry out necessary enquiries.”
Given that officers had been in contact with both the man and the woman during the evening, Leicestershire Police is required to inform the Independent Police Complaints Commission.