Pawan last night strangulated his wife Seema (36) and daughters Neha (12) and Palak (10) to death before shooting himself in Kwarsi police station area, SP (City) Brijesh Singh said.
Police recovered the bodies this morning after neighbours informed them, he said, adding that Pawan's body was bullet-riddled while the other bodies had injury marks on their necks.
A pistol was also recovered from near Pawan's body, he said.
Initial investigation suggest that Pawan, who worked as an electrician, did not have cordial relations with his wife and the family also had financial issues, Singh said.