Police said shots were fired inside of a home just after 10 p.m.
When Joliet police officers entered the home, they said they located a man, woman and two young children deceased inside on the second floor. Police said it appears at this time to be a murder-suicide.
A family member identified the four killed as 28-year-old Jacquelon Gaskin, her two children, 6-year-old Gianna Lee and 1-year-old Giovanni Lee, and the children's father, Brandyn Lee.
Neighbors said they heard a woman screaming from outside the home when she found the family members dead and called police.
Police said there is no danger to the public. The case is still under investigation.