Villagers from nearby Khedla found a car parked on the road following which they found the bodies lying inside. Suspecting foul play, they immediately informed the police about the incident.
The deceased family members were identified as Deepsingh Malviya (32), his wife Rukmani (30), daughter Sanjana (5) and son Sourabh (3), police said, adding the fifth person is yet to be identified.
Though the exact cause of the death would be known after autopsy, prima facie it appears that they were strangulated to death by someone known to them as there were no signs of any struggle found on the spot, they said.
Deepsingh belonged to Khedla village and was engaged in real estate business. He had a criminal background and was once externed from Sehore district by local administration.
The bodies have been brought to Sehore for post-mortem by the police and further investigations are on.