Police said shots were fired inside of a home in the 500-block of Whitley Avenue just after 10 p.m.
When Joliet police officers entered the home, they said they located a man, woman and two young children deceased inside on the second floor. Police said it appears at this time to be a murder-suicide.
Neighbors said they heard a woman screaming from outside the home when she found the family members dead and called police.
Investigators have not released the names of the four people found dead.
Police said there is no danger to the public. The case is still under investigation.