Police were called Monday to a home in Glendale after a man found the bodies of his wife, 11-year-old son and 9-year-old daughter. The man told police he was reading at the home when he heard a shot.
Glendale Police Sgt. Bob Catlett says investigators believe the woman killed the children before turning the gun on herself.
The husband and father is being questioned but is not being called a suspect.
None of the victims' names has been released, and police aren't saying whether they know of a possible motive.
The St. Louis Area Major Case Squad is investigating.