"Altaf Qureshi (33) killed his wife Zahida Qureshi and children Saddam (5) and Ajnum (3) and later hanged himself in his house in the early hours of morning," Superintendent of Police Rakesh Bhatt said.
Altaf called the police control room and told them about the murders. Before the police could reach his house, he had hanged himself, Bhatt said.
Though prime facie Altaf appeared to have strangulated his wife and children, post-mortem would reveal further details, he added.
A suicide note recovered from the spot said that Altaf was having an affair with his sister-in-law who was badgering him to leave his family and run away with her, the CSP said.