Weld County sheriff's spokesman Tim Schwartz says dispatchers heard the woman who called 911 scream "No, no, no," and then heard a gunshot. Schwartz says a man grabbed the phone and said he was going to kill himself, and dispatchers heard another shot.
The bodies were found in a home in a subdivision east of Longmont, which is about 35 miles north of Denver.
The dead included two men and two women, including one who appeared to be in her late teens or early 20s.
Schwartz says investigators have a possible motive for the shootings, but he refused to release details.