A senior police officer said the bodies of 45-year-old fruit-seller Surojit, his two children Sneha and Atanu and wife Asima were found lying in the bedroom with injury marks.
The bodies were taken for post-mortem, the officer said.
While police did not confirm claims by neighbours that Surojit might have committed three murders and then killed himself, all the aspects were being looked into.
The officer said besides hawking fruits at Chunchura rail station, Surojit used to do money lending business and people known to him were being asked if he had any tiff with anybody regarding monetary issues recently.