Police suspect that they ended their lives by consuming pesticide.
"Villagers called us after spotting the bodies near a pond. Primary investigation revealed that all of them had consumed pesticide," said police inspector B S Jadav.
The deceased were identified as Jarshi Patel (28), his wife Bhavna (22) and their two sons Arjun(4) and Karan(3).
According to Changodar police, the family lived at Amthapur village, a few kilometres away from Modasar.
According to some witnesses, the couple left their house with the two kids last night on a motor-bike.