His wife died while the children are in hospital.
The incident took place last night and the reason behind their deaths was not known immediately, they said.
Darshan Singh (aged around 40), was found hanging in his room while the body of his wife Sunita (35) was also found there, Hanumangarh Junction ASI Shambhu Dayal said.
Their son and daughter were also lying in an unconscious state, he said, adding both were admitted to a hospital.
The bodies of Singh and his wife were taken to the hospital for postmortem, Dayal said.