No motive has been established for the shooting at the small home in Independence, but police Capt. John Cato said it was not a random act.
"This was an armed attempted residential robbery," Cato said. "They probably knew or at least were associated with one another."
Cato identified the dead as 48-year-old Maria Hernandez; her boyfriend, Thomas Madrigal; and Hernandez's 20-year-old son, Antonio. The fourth person was not identified.
The shootings were reported around 4:30 a.m., and a search for suspects continued Friday afternoon. At least two of the suspects could be armed, Cato said.
Authorities could be seen removing one body in a silver bag from the house shortly before 3 p.m. Friday.
Neighbors said Hernandez and the other occupants had moved in this past year.
Kirsti Rubino, who lives in the house behind the crime scene, said she heard "banging" sounds around 4:30 a.m. Friday and went outside to see a half-dozen police officers looking around with flashlights.
Rubino said she had met one of the residents, a girl she believed to be about 11 years old. That girl was friends with another neighbor, Rubino said, adding that she was not sure the occupants spoke English.
"There were always cars back there," Rubino said of the occupants. "They would come at night and leave at night but they never did anything that would warrant attention."'
A search of online court records in Jackson County, where Independence and Kansas City are located, did not yield any criminal records that appeared to match any of the three people killed.