The father and eldest son, aged about 52 and 24 were found dead, while the mother and the younger son, aged around 45 and 20, were injured.
"Today at 2:08 pm, the [police] department received notification that in a certain casino hotel in the Taipa area, three men and one woman were unconscious in a room," Macau police said in statement late today.
"After an inspection by firemen, it was confirmed that two of the men were already dead," the statement said, adding that the other two had been taken to hospital.
Media reports said the incident took place at the five-star luxury Hotel Okura, situated in the high-end Galaxy Macau resort complex.
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Initial reports said the two dead men were found on a bed with no signs on their bodies or in the hotel room that pointed to a physical struggle.
"Four notes written in English were found along with a number of drugs, which were suspected to be toxic according to initial testing," the statement continued.
The hotel, which boasts Japanese-style hospitality with kimono-clad women greeting guests in its lobby and featuring upmarket guest rooms, was opened in 2011 in "Phase one" of Galaxy Macau's casino resort.
Galaxy opened its "Phase two" in 2015, boasting a sprawling rooftop water park complete with river rapids.