Police have launched an investigation after they were called to a semi-detached house in Welwyn Road, Hinkley at about 9.30pm after neighbours reported hearing a disturbance from the property.
Negotiators and other specialist officers were deployed to the scene where they made contact with a man and a woman in the house, a police spokesman said.
In the early hours of this morning a woman was taken to hospital with injuries.
She remains in a stable condition.
Officers then gained access to the house and a man was found in the property but was pronounced dead at the scene.
During a search of the house, the bodies of two children were also found.
Welwyn Road remains cordoned off at the junction with Glebe Road and Trevor Road.
The cause of deaths are not yet known and post-mortem examinations will take place in due course.
Officers are not looking for anyone else in connection with the incident at this stage.
Detective Chief Supt David Sandall, Head of Leicestershire Police’s Crime and Intelligence Directorate, said: “A number of enquiries are now underway to understand what caused the three deaths, and the circumstances surrounding the events of last night in the house.
“Whilst we are not, at this stage, looking for anyone in connection with what happened, we would like to hear from anyone who may have information for us.
“Police officers and other specialist units will remain in the area in order to carry out necessary enquiries.”
Leicestershire Police has reported itself to the Independent Police Complaints Commission (IPCC) because officers had been in contact with both the man and the woman during the evening.
All next of kin have now been informed.
Police are asking anyone with information to call 101 quoting incident 748 of November 1, 2016.