The two-year-old siblings were found safe in Lansdale, Pennsylvania, about 30 miles north of Philadelphia, early Monday morning after police had issued a missing persons alert.
That came after their mom, Maisah Larkin, 39, was found dead on her living room floor in Philadelphia hours earlier.
She had suffered multiple gunshot wounds to her head, police said.
The two girls and a boy were then reported missing from the home.
Police attention turned to the toddlers’ dad, Stanley Baptiste.
The 37-year-old was found by cops driving a Lincoln Navigator.
Baptiste turned the gun on himself after being approached by officers.
The deaths are thought to have been a murder-suicide, with police saying the motive is “domestic.”
Sources told local outlets the parents’ relationship had involved domestic violence.
The children are now in the custody of their grandmother.
Maisah’s neighbor Brenda Lovelace told ABC6: “From what she was telling me, is that he was abusive.
“She was planning on leaving, but she didn’t leave fast enough.
“I am still in shock. When I heard what happened I just broke down and cried.”