Harcharanjit Matharu, 58, his wife Baldev, 60, and daughters Ranjeeta, 26, and Rupinder, 33, are believed to reside in the one-million-pound home in the upmarket neighbourhood of Gerrards Cross in Buckinghamshire.
Emergency services rushed there after screams were heard from the home. The woman, in her 30s, was found dead in the property earlier this week.
Police refused to reveal the identity of the woman and details of the autopsy.
"At around 5.50 PM on Monday, officers attended a property following a report that a woman in her thirties had died. A Home Office post-mortem examination was carried out and following this, the Force's Major Crime Unit has launched a murder investigation. A scene watch is currently in place at the property," a Thames Valley Police spokesperson said.
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Senior investigating officer, Detective Chief Inspector Simon Steel of the Major Crime Unit said, "We are appealing for anyone with information regarding this incident to come forward".
An adjoining bungalow to the home at the centre of the murder probe was built for the family's car leasing firm's employees to live in.
Neighbours said both homes are owned by the Matharu family.
The family firm is valued at two-million pounds. The firm is run from a property in nearby Denham area.