Bodies of three girls and two women were found in a home in Atkins, Arkansas.
It was a family member who sounded the alert last Friday evening after discovering one of the corpses.
The police, who arrived at the scene, could only note the death of the five victims, aged 8 to 50 years.
According to initial findings, they were shot dead. The identities of the victims have not been disclosed, but it is said to be a grandmother, a mother and her three daughters.
Everything suggests that it is a quadruple murder followed by suicide. The facts would have taken place during Christmas Eve.
“For the moment, we believe that this is an isolated incident and we do not believe that there is a danger for the inhabitants,” police told reporters.