It happened Sunday night at a home in Cadiz.
State Police said the bodies were found after troopers responded to a 911 call.
Troopers identified the three victims as Lindsey Champion, 62, Joy Champion, 60, and the couple’s daughter Emily, 31.
State Police said the suspected killer, Vito Riservato, 22, had also been shot to death.
Troopers believed Riservato shot the other three victims.
But it was not yet known who had shot Riservato.
One person reportedly survived the attack.
State Police had not yet released information on the survivor.