Prince George's police said Ronnie Lee Rainey, 59, of Laurel, Md., phoned police and said he had killed his family and intended to kill himself, the news website Gazette.com reported.
Officers who went to Rainey's home talked him into surrendering in less than an hour, police said.
Inside the home, investigators found the bodies of Lisa Renee Rainey, 50, and his stepdaughter, Ariale Chantre Shelton, 27, on the first floor near the front door.
The 15-year-old son had been shot at but escaped unharmed and called 911, police said.
Investigators were trying to determine the identity of another man who was outside the home at the time of the incident and fled when the 15-year-old escaped.
Ronnie and Lisa Rainey were both retired U.S. Army medics and had been married for 15 years, said a friend, Debbie Lee of Hanover, Md.