Jefferson County Sheriff Glenn Boyer said all four were found shot in the head early Thursday outside the ex-boyfriend's home near De Soto, about 45 miles south of St. Louis. The victims' names weren't immediately released.
The 32-year-old woman was found dead on steps leading to the porch. The girls, ages 1, 10 and 11, were found inside a van in the driveway.
Boyer said an email sent by the mother to relatives and her ex-boyfriend led investigators to believe she killed the children, then herself. He said the email was sent to the ex-boyfriend after 8 p.m. Wednesday.
What appeared to be a newly purchased 12-gauge shotgun was found near the woman, but Boyer said it wasn't yet known who owned the weapon.
"At this point in time, it looks like it's going to be a murder-suicide," he said.
Detectives were questioning the ex-boyfriend but Boyer said he is not considered a suspect.
The ex-boyfriend called authorities shortly after midnight when he spotted the mother's van in the driveway at his home, Boyer said. The woman had an order of protection against the boyfriend obtained on Aug. 13. Because of that order, he didn't want to approach her van, instead driving to a nearby highway to call the sheriff's department rather than stay home and confront her, Boyer said.
Boyer said the man was the father of the 1-year-old girl. The couple previously lived together but the woman recently had been living with relatives. The other two girls were from a previous marriage.