The shootings occurred late Sunday at the family's home In Robbins, a south suburb of Chicago, the Chicago Sun-Times reported Monday.
Police said Michael Worsham, 43, apparently shot his son, Steven, 17, then got his wife Michele Ollie, 42, out of bed, and fatally shot her before and shooting his daughter, Trisdion Worsham, 15, outside the home as she tried to escape. The father then dragged his daughter's body back into the house.
Michael Worsham also allegedly shot at witnesses while outside the home.
Worsham's 14-year-old stepson managed to escape along with his 5-year-old nephew.
When officers arrived they found Trisdion Worsham and Ollie dead. Michael and Steven Worsham were transported to a local hospital where they were pronounced on arrival.
Police said Michael Worsham may have died of a heart attack, the Chicago Tribune reported.