When the neighbours of the family detected an odour coming from the house that appeared to be of rotting bodies, they immediately called the police at Machchimar Nagar, senior police officer Manojkumar Sharma said.
Mr Sharma said the doors of the house were locked from inside, and they had to be broken down to enter the house.
The couple have been identified as Pravin Patel, 40, his wife Reena, 35, and son Prabhu, 11. A police officer said the couple could have been in a depression since their daughter died a few months ago.
The police said they are investigating the matter and looking at it from all angles.
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