Officers were called by concerned neighbours on Wednesday evening when a 28-year-old woman fled onto the street in front of her Bad Driburg home, followed by her 33-year-old husband.
When police turned up at the scene, the husband withdrew into the house.
Police report that attempts to open communication with the man inside the house failed, while they struggled to talk to the woman, who was not German.
Then suddenly the couple’s three-year-old daughter opened the house door. Inside the apartment police found the man and his two older children, five and eight years old, suffering from stab wounds.
A medic who arrived at the scene could only confirm the deaths of the three family members.
A murder commission has been set up to investigate the deaths, but police have already said they believe it is a case of “extended suicide”, a term used by police when a parent kills their children.
It is the second such shocking case to make headlines in Germany within a week.
Last Friday police in Reutlingen, Baden-Württemberg said that a murder enquiry had been opened after two children, aged four and eight, were found dead.
Investigators suspect that the 45-year-old father killed his children before taking his own life.
A passerby alerted the police to the fact that the man was standing on a bridge preparing to jump on Friday morning. But the man jumped and took his life before officers could intervene.
Shortly afterwards, police were alerted to the fact that the man’s children had been found lifeless in his apartment. By the time emergency services arrived, the children had died.
According to the Stuttgarter Nachrichten (SN), the father was a successful self-employed man from a middle-class family.
But when he suspected his wife of having an affair, he appeared to loose control. In a series of Facebook posts, he reportedly said that he “couldn’t imagine another man putting his children to bed at night” before posting a link to the Van Halen song "Jump."
Adolf Gallwitz, a police psychologist, told the SN that filicide was equally common among women and men, but with very different motives.
Women who murder their children are generally depressive, he explained, and seek to save their offspring from what they see as an evil world or an evil husband.
Men on the other hand often kill their children as a form of punishment for their wives for what they perceive to be unvirtuous behaviour. The murders are often also staged so that as many people as possible learn of the wife’s actions, Gallwitz said.