Police went to home in the 3200 block of El Morro Road about 7:30 p.m. after someone requested a welfare check. That is just west of South Academy Boulevard and El Morro Road.
The two children have been identified as 5-year-old Laela Barcenas Badillo and 8-year-old Rodolfo Barcenas Badillo Jr., KRDO reported. The woman was identified as 26-year-old Lucero Badillo Castillo.
All three died of gunshot wounds and their deaths have been ruled homicides.
The man was identified as 29-year-old Rodolfo Barcenas Alcantara. He also died of a gunshot wound and his death was ruled a suicide.