Emergency responders found Deisy Garcia, 21, and her daughters, Yaslin Mejia, 1, and Daniela Mejia, 2, dead of multiple stab wounds in their Queens apartment Sunday, the New York Times reported.
Police said several blood-spattered knives were found in the rooms where the bodies were discovered.
Detectives were trying to locate the girls' father, who lives at the apartment, but had been unsuccessful, police said.
Friends and neighbors who spoke with New York television stations said they were shocked by the deaths. Sarai Hernandez said Garcia was a good mother.