30-year-old Neeraj first strangulated his wife Raj Kumari (27) and later also killed his daughters Navita (5), Shivani (2) and Ananya (7-month-old), they said.
Later, he allegedly committed suicide by hanging from the ceiling fan at his house, they said.
Police said that Neeraj was a resident of Unnao district in Uttar Pardesh and has been living in Panchkula for the past many years.
According to initial investigations family dispute could be the reason behind the man taking such a step, police said.