According to the police, Surendra Singh, 55, was being treated for depression for long, and this morning, he shot dead his 54-year-old wife Anamika and daughter Neha (26).
He also shot at his son Nishant (25) with his licenced revolver and later attempted suicide, police said.
Singh is branch manager of a nationalised bank in Kapoorthala area of the city, police said.
The bank manager and his son were rushed to a nearby hospital.