Eli Gur, 52, strangled his wife until she passed out and then took the children, The Jerusalem Post reported.
Witnesses told police they saw two young children and a man falling from a building in Tel Aviv about 4 p.m. Wednesday.
Paramedics performed CPR on the children, but they showed no signs of life.
Gur and his children, Eden, 3, and Yahav, 5, were pronounced dead at the scene, the Post said.
Authorities said there was a restraining order against Gur that banned him being at the home. Gur's wife obtained the order after he threatened her a year ago, the Post said.
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