According to an update by the Houston Police Department, the children were both 4 years old.
Police said just before noon, officers responded to the Marriott Residence Inn on Kirby Drive near Old Spanish Trail, not far from NRG Stadium, for a shooting call.
Investigators said staff members noticed someone had been in a room since Wednesday and had not been heard from. Once staff members went to check the room, police said they found a 40-year-old woman dead with a self-inflicted gunshot wound, along with a 4-year-old girl and a 4-year-old boy also dead from gunshot wounds.
"Right now, preliminarily, we believe this to be a murder-suicide," HPD Lt. Larry Crowson said. "This does appear to involve mental health issues."
Crowson encouraged people experiencing mental health issues to call 311 or 211 to get help.
"Very tragic incident today - two children unfortunately killed at a very young age," he said.
Police said it's unclear when the shooting happened but added that it doesn't appear that it was on Friday.
Officials did not reveal the identity of the woman or her children.
If you or someone you know are experiencing suicidal, substance use or other mental health crises please call or text the new three digit code at 988. You will reach a trained crisis counselor for free, 24 hours a day, seven days a week. You can also goto 988lifeline.org or dial the current tollfree number 800-273-8255 (TALK).
Editor's note: Initially, police said the children were 6 and 9 years old. On Monday, the department corrected their ages to 4 years old.