Authorities were searching for Taniya Chatman, age 9; Teanna Chatman, age 7; and Brock Chatman, age 8.
Police were also looking for Tekecha Milena Quinonce, 29, in connection with their abduction.
The initial alert was sent out around 2:30 a.m. Tuesday. It ended nearly seven hours later.
Officials have not said why the alert was cancelled.