The victims, all members of the Owen family, were identified as Ethan, 12, Kailey, 9, and twins Brandon and Landon, 5.
Four others escaped the blaze -- parents Matthew and Natasha Owen, a fifth child and an 18-year-old relative.
Police arrested Derrick J. Twardoski, 33, a few hours after the fire, which occurred early Friday.
He was charged with four counts of first-degree murder.
Investigators declined to release Twardowski's possible motive, The St. Louis Post-Dispatch reported.
"This does not appear to be any sort of random act," Randolph County State's Attorney Jeremy Walker told the Post-Dispatch.
The fire broke out just before 2 a.m. Friday, when the four children who were killed were sleeping upstairs, authorities said, while surviving members of the family were sleeping downstairs.