It happened shortly before 2 a.m. at 4151 Pecan Drive in Hope Mills.
Cumberland County Sheriff's Office spokesperson Debbie Tanna said that when deputies arrived, they found the soldier's wife outside the home. The woman and her husband had escaped the flames by jumping from a window.
"She told us her husband had gone back inside to get their two daughters," said Tanna. "He never made it back out."
Tanna said the man was a Special Forces soldier. His girls were aged four and six.
"We don't know what unit he was assigned to specifically, but he was a Special Forces soldier," said Tanna.
The soldier's wife was hurt in the fall from the window. She was taken to Cape Fear Valley Medical Center. Her name - and the names of her family members - have not yet been released.
Tanna said it was too early to speculate on the cause of the fire. She said it was an older home, which may have contributed to the speed of the fire.
"Different types of wood that probably dried out considerably over the years, so it did go up quite fast," she said.
Tanna said the blaze was so hot that firefighters were still putting water on spots around 6:30 a.m.