Police in the town of Sinking Spring — some 50 miles (80 kilometers) northwest of Philadelphia — were searching the suburban home where the bodies were found, the local Reading Eagle newspaper said.
District Attorney John Adams identified the dead as Mark Short, his wife, Megan, and their children Liana, Mark and Willow, the Eagle reported.
All died of gunshot wounds, Adams told the paper.
Although the ages were not released, the youngest child was apparently under the age of three. The family was profiled in an October 2014 article in the Reading Eagle because Willow, then five months old, had undergone a heart transplant when she was just one-week-old.
The shooting apparently took place around 3:30 pm Saturday (1900 GMT), NBC 10 Philadelphia affiliate reported.
It added that distraught family members hugged each other as they had gathered outside the home waiting for news.
The motive for the shooting was under investigation.