The bodies of two women, aged 36 and 79, and the eldest woman's 41-year-old son, were discovered on Monday midday in the home in Schwarza, Thuringia.
Following an autopsy on Tuesday, detectives said the man had killed the two women on Sunday morning and then himself.
The 41-year-old man and 36-year-old woman had been a couple until they split in August.
Police had initially denied reports that the man killed the women.
The bodies were found by a friend of the family who immediately alerted police.
The man tried to choke his ex-girlfriend a few weeks ago, police added.