The four people found dead at a house near Norwich were two young girls, a man and a woman from the same family, Norfolk Police said.
Officers made the discovery on Friday morning and have launched an investigation.
The bodies of a man, aged 45, a woman aged 36 and two girls, whose ages are not yet known, were found.
Inquiries are under way to formally identify them, Norfolk Police said.
In a statement Norfolk Police said they were called to the address, in a village five miles north west of Norwich, shortly before 7am by a member of the public.
A police cordon is in place and detectives from the Norfolk and Suffolk Major Investigation Team are leading enquiries.
Forensic investigations are also being carried out.
Detective chief inspector Chris Burgess, from the Norfolk and Suffolk major investigation team said that weapon had been recovered from nearby woods - but it is not believed to be linked to the deaths at this stage.
He added: “We do believe they were all family members at this time.
“Three of the people are believed to reside at the address and another one not permanently.”
The incident is believed to be isolated, he added.
“I would stress to the community, let’s be very aware of what we share on social media without confirmed information," he said.
“We don’t want to cause any undue distress or give false information that might actually hamper the investigation rather than support it.”
A resident told the BBC that police were not letting people in the area leave their homes.
They said: "The road has been sealed off with police tape and you can’t get down there.
“I spoke with the officers at the cordon and they said it was likely to be there for most of the day but they would not tell me anything more than that.”
Daniel Seeley, who lives on the estate, told the broadcaster that he was absolutely shocked" after seeing the news.
"It's a quiet estate, things don't happen around here like this," he said.
Det Ch Insp Burgess, from the Norfolk and Suffolk Major Investigation Team, said: “Our investigation is in the very early stages and this is clearly a very distressing and tragic incident.
"While we’re following a number of lines of enquiry, at this time we believe this is an isolated incident.
“I understand that news of this incident will be shocking to the local community and as soon as we can we will release more information.”
