Police said shots were fired inside of a home just after 10 p.m.
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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.
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Police said there is no danger to the public. The case is still under investigation.