The El Paso Police Department says Brenda Estrada, 9-year-old Ashley Estrada, and 10-year-old Brandon Estrada were unharmed during the incident.
Miguel Mendez, the 29-year-old man they wanted in connection with their disappearance, has been taken into custody.
It was not immediately clear where the family or Mendez were found.
An Amber Alert issued overnight for a missing 10-year-old boy was expanded Friday morning to include his mother and sister.
Police said the family may have been in grave or immediate danger.
ORIGINAL REPORT: Amber Alert issued for missing 10-year-old El Paso boy