Jo Ann Bain and her three daughters, Adrienne, 14, Alexandria, 12, and Kyliyah, 8, disappeared 10 days ago after leaving their Tennessee home, ABC News reported.
Police said they believe Adam Mayes, 35, a friend of the mother's, kidnapped Bain and her three daughters.
"We do have information that he has altered the appearances of everybody including himself, primarily from cutting their hair," FBI spokesman Joel Siskovic said. "The girls may have far shorter hair than the pictures out there."
On Saturday, investigators found two dead bodies at Mayes' home in Mississippi, Siskovic said.
"Early days of the investigation led us to suspect Adam Mayes," Siskovic said. "Other information led to a location in Mississippi where we executed federal search warrants. During the course of searching that location, two bodies were found."
Investigators did not reveal the identities of the bodies, but the discovery led them the issue an Amber Alert for the Bain family.
The Bains' disappearances were reported by Jo Ann Bain's husband, Gary, April 27. Mayes was questioned in the disappearance, but released by police at that time.
When police realized Mayes had given them misleading information, they went to his home to arrest him, but he had vanished.
"We don't know exactly where he's going," police said. "We do consider him armed and dangerous."