On Saturday, a memorial service was held for Jaime Clutter, 35, and her two children, Brandon, 10, and 6-month-old Katelyn, in New Albany, Ind., The (Louisville, Ky.) Courier-Journal reported.
Their nude bodies were discovered on March 13, in a creek in Binford Park, less than a mile from their home.
Floyd County Coroner Leslie Knable has determined that the children drowned to death, but has not yet determined Jamie Clutter's cause of death.
Prosecutors said police are confident that there is no killer on the lose
"I know they're in heaven," Michael Clutter, 43, said following the service for the three at Greater Faith Church. "That's the only thing that gives me comfort."
Clutter said he and his family recently moved to New Albany from Aberdeen, Wash., and that they were very close.
"Everything was memorable, because we did absolutely everything together," he said. "We even went to the post office to pay our bills together."
Clutter said he is praying to God to reveal what happened to his family.