The fire blazed through eight houses at about 2:40 a.m. and was extinguished by about 4:17 a.m.
Twin 4-year-old girls, a 4-year-old boy and a 1-month-old boy died in the same house where the fire broke out.
"This is a tragic, tragic day for the city of Philadelphia," Fire Commissioner Derrick Sawyer said. "We lost four children today."
Witnesses told WPVI that several people tried to reach the children, but failed to do so.
Four others, including two 11-year-old girls, sustained minor injuries.
The American Red Cross was assisting some 40 people who lost their homes in the blaze. Twenty-eight people were receiving assistance at Bartram High School.
The cause of the fire was under investigation.