Asif Shah shot dead his wife, his daughters Komal, 26, and Rida, 24, and injured his 15-year-old son in Punjab province's Attock city, the Dawn reported.
The family had received a marriage proposal for Komal, but Asif did not want his elder daughter to get married to the suitor, District Police Officer (DPO) Attock Ibadat Nisar said.
His family members, however, were adamant on her marriage with him. Because of this there were frequent arguments in the household, police said.
The firing also left his son seriously injured.
After killing his wife and daughters, Asif fled the scene. Police have formed teams to arrest him.