A neighbor discovered the bodies of Gladys Machado and daughters Julia 8, and Daniela, 4, in a closet at their Miami home, The Miami Herald reported Wednesday.
Machado had a 6-year-old son but friends said the boy was at his grandmother house.
Machado's ex-husband Michael Padrino talked with police but declined to answer any questions from reporters.
Neighbors told police Machado was living with a boyfriend who was recently released from jail.
No details were reported on how the three victims died.