The infant and the 8-year-old were in critical condition at Children's Hospital of Michigan in Detroit. The 12-year-old and 9-year-old may have suffered minor injuries but were not hospitalized Wednesday.
It was not immediately known if an adult was in the home at the time of the fire. Investigators were speaking with the children's mother, Detroit police spokesman John Roach said.
The cause of the blaze is still under investigation.
Autopsies were to be performed Wednesday on the dead children, ages 3, 4 and 5, according to the Wayne County medical examiner's office.
Police and fire officials were still trying to identify the children and weren't sure if or how they were related.
Jarmar Taylor, one of at least two neighbors who caught the survivors, said he heard the children scream before they leaped for their lives from the intense flames and thick, choking smoke.
"The kids were in the window screaming and hollering. We told them to jump," Taylor, 18, said Wednesday morning outside the blackened husk of the home in a distressed neighborhood on the city's west side.
Unable to kick in the front door, several neighbors pushed through a rear door but were forced back out by the smoke and flames, he said.
Three tall, glass-encased candles burned Wednesday on the concrete front steps, as one woman walked up to the house, arms filled with stuffed animals to add to the makeshift memorial.
The family only had been in the house since January, said 47-year-old Sewilla Wilson, who grabbed the 3-month-old girl and wrapped her in a blanket until firefighters arrived.
"I said `Bring the baby in here,"' Wilson told The Associated Press inside her own home Wednesday. "It was cold outside. I had the baby and she was trying to go to sleep. I wanted to keep her awake. As long as she was crying I knew she was all right."
