Two teenagers are being treated for serious injuries after their former police officer father killed their mother and sister before killing himself.
Neighbours said Tobias Day had recently lost his police job.
He killed his wife Samantha and his seven-year-old daughter Genevieve, and attacked his two other children Kimberly and Adam before taking his own life.
The incident, in a quiet residential street in Melton Mowbray in Leicestershire, left neighbours horrified.
Leicestershire Police refused to comment on suggestions that Day had recently lost his job as an inspector.
Police said they received a report at around 4.23pm on Thursday that a 15-year-old girl, believed to be Kimberly, had been injured in Melton Mowbray.
She was taken to hospital and during the investigation officers forced their way into the family's house on Robin Crescent, where they discovered two children and two adults with injuries.
The force later confirmed that a man, a woman and a child had died, and two other children were being treated at the Queen's Medical Centre in Nottingham with serious injuries.
Officers were seen entering nearby Swallowdale Primary School, where Mrs Day worked as a teacher.
A page on the Leicestershire Police website referred to Day's former role as the local policing commander for Beaumont Leys local policing unit.