One of the bodies in the ruins was believed to be the alleged gunman and the other his mother-in-law, El Cajon police told KFMB-TV, San Diego.
Suspect Kevin Collier, 32, allegedly killed his wife's mother, Beverli Rakov, and his infant daughter at Rakov's home Sunday and then set the house on fire.
One of the first officers on the scene, 28-year-old Jared Slocum, was shot in the neck and had to be pulled out of the line of fire by his partner and a passerby. Slocum was in stable condition at a San Diego hospital Monday.
Police said in a written statement they could not enter the home until Monday.
The body of Collier's 4-month-old daughter was found in his parked truck. She had apparently been shot to death, KFMB said.
The incident was believed to have stemmed from Collier's impending divorce.