Two women are dead in Pennsylvania and a man is dead in Illinois after an apparent murder-suicide, police said on Wednesday.

According to a report from the Pennsylvania State Police, the investigation began in Hillside, Illinois, when police there were dispatched after a man reported two women dead in Jackson Township, Pennsylvania. Police said that when officers got to Hillside, about 15 miles west of Chicago, they found that the man had died from a self-inflicted gunshot wound.

After identifying him, troopers said Hillside officers contacted police from Jackson Township to request a welfare check at the man’s home on Dior Drive, about 30 miles north of Pittsburgh. 

Police said officers used forced entry to get into the home and found two women dead from apparent gunshot wounds. It’s believed the two women were family members of the man who died by suicide in Illinois, investigators said. 

Pennsylvania State Police said they’ve assumed control of the case and are “actively investigating” what happened surrounding the three deaths.

Police didn’t release any names, saying the process of formal identification and notification of next of kin hasn’t been completed. Sources told KDKA that the victims were a husband, wife and their daughter.

“At this time, investigators believe there is no ongoing threat to the public, and law enforcement is not searching for any additional individuals in connection with this incident,” police wrote in the public information release report. “This remains an active and ongoing investigation.”

State police didn’t release any other details on Wednesday but said more information will be made public when it’s available.  

“My first reaction was shocked because this is such a close-knit neighborhood, and to think something that horrible could happen here is very tragic because they were such a good family,” neighbor Danielle Sporer said on Wednesday.