Stacy Banner, 38, told the Mirror the deaths of her mother Christine Lee, 66, and sister Lucy, 40, allegedly at the hands of her 82-year-old stepfather John Lowe, left her devastated.
"This is a nightmare," Banner said. "I just can't get my head around what's happened.
"My family's gone and I'm absolutely devastated.
"I'm utterly heartbroken. We've just been left in pieces."
The bodies were found Sunday morning at Keepers Cottage Stud in Tilford, near Farnham, a historic market town 35 miles west-southwest of London, the newspaper said.
Police said a long-barreled gun, believed to be the weapon used in the shootings, was found at the crime scene, Get Surrey reported. Detective Chief Inspector Mark Preston suggested there were no other suspects.
"We are not looking for anyone else," Preston said. "It appears to be very contained, and all the parties knew each other."
The dead dogs were three German shepherds and a Labrador.
Police, who had not confirmed the relationships of the victims and the alleged shooter, found the older woman's body was found inside the farmhouse and the other victim behind the home, the Mirror said.
The Mirror said Lowe had been convicted of illegally breeding dogs in 2009 and his property had been raided as recently as last August following more complaints.
Animal welfare officers were removing dogs, cats and horses from the property, the Mirror said.