It happened shortly before 2 a.m. at 4151 Pecan Drive just outside Hope Mills.
Cumberland County Sheriff's Office spokesperson Debbie Tanna said that when deputies arrived, they found the soldier's wife outside the home. The woman and her husband had escaped the flames by jumping from a second-floor window.
"She told us her husband had gone back inside to get their two daughters," said Tanna. "He never made it back out."
Tanna identified the dead soldier as 36-year old Edward Duane Cantrell. His daughters were 6-year-old Isabella and 4-year-old Natalia.
Cantrell was a member of the 3rd Special Forces Group at Fort Bragg. He recently returned from a mission in Afghanistan.
Cantrell's wife was taken to Cape Fear Valley Medical Center to be treated for smoke inhalation.
Tanna said it was too early to speculate on the cause of the fire, but foul play was not suspected. She said it was an older home, which may have contributed to the speed of the fire.
"Different types of wood that probably dried out considerably over the years, so it did go up quite fast," she said.
Tanna said the blaze was so hot that firefighters were still putting water on spots around 6:30 a.m.