A 41-year-old man is believed to have murdered his wife and three children, including a two-week-old baby, before killing himself, Norwegian police said.
Police spokeswoman Hanne Kristin Rohde said the wife and baby were found dead in the couple's apartment in Oslo.
The bodies of the man and two daughters, aged nine and 13, were later found in a nearby lake.
Ms Rohde said the cause of death had not been established but the case was believed to be a murder-suicide. The motive was unclear.
She said the man was originally from Iran. He moved to Norway in 1991 and became a Norwegian citizen eight years later. His wife was from Morocco.