Police and fire officials responded to the home at 4:55 a.m. Saturday, and later found the remains of the five victims, the Tulsa (Okla.) World reported.
Authorities said they were going door-to-door for information on what happened at the home.
Seven people were at the home at the time of the fire, and two escaped the blaze, neighbors said.
An 18-year-old was planning to take over ownership of the home from his grandparents.
Neighbors also said that a drug bust occurred at the home a few months ago, and many people often came in and out of the house.
The neighborhood has also been plagued by violence. A fight occurred Saturday night, and a killing in May remains unsolved.