The family stays in Kurukshetra, around 93 km from Chandigarh.
The father, Sonu Malik, runs a photo studio. What prompted the tragic triple murder is not clear yet but the police suspect, based on statements by the family, that the father's extra-marital affair may have been a trigger.
Sonu Malik allegedly roped in his cousin Jagdeep to do the shooting.
The children were never seen alive after they left their home to play around 10.30 am on Sunday.
The police say their uncle Jagdeep followed them and asked them to get into his car, pretending he would take them to a fair. He took them, instead, to a deserted spot near a forest.
One by one, he had the other children get out of the car, led them away and shot them, the police say.
The same afternoon, the children's mother back in their village grew frantic when they didn't return and launched a search, along with neighbours. The father and the uncle, on returning later that evening, joined the search.
The police, when called, found Sonu Malik's behaviour suspiciously detached during the search for his children.
On Monday night, Sonu and Jagdeep Malik were questioned.
Hours later, their family heard the shocker. The police took some relatives along when they went yesterday morning to the spots allegedly revealed by Jagdeep. The bodies were finally found in forests near Panchkula.