West Yorkshire Police has said the bodies of four people were discovered at a house in Bradford on Monday night.
Officers were called at around 8.30pm to the home in Clayton after the bodies of a man, a woman and two teenage girls were found.
A statement from the police force said: "Enquiries are at a very early stage, but police are not currently looking for anyone else in connection with the inquiry.
"Police have sealed off the area while forensic investigation takes place and this is expected to take some time."
Lorna Leeming, a member of Clayton Parish Council, said: "It's a very quiet and peaceful village and a good community.
"I don't know what has happened or what has gone on."