According to details, police broke into a house located in Model Town after residents complained about a pungent smell.
Officials found the head of the family Basharat, his wife Faiza, sons Abdullah, 8, and Abdul Hadi, 6, and five-year-old Hiba, all dead in a room locked from inside.
Initial investigations suggest that Basharat killed his wife and three children and later committed suicide.
All the deceased received gun shots in the head, while it is also suspected that the deceased were given some intoxicating drink.
Relatives of the family say they never heard of any dispute between the husband and wife.
Moreover, Lahore Police have sought the assistance of forensic experts to resolve the matter.