A family member called police to a house on Essington Street in Huntingdale about 6:35pm on Friday.

Police found the bodies of a four-year-old girl and a six-year-old boy inside the house.

A 40-year-old man was found dead inside a garage at the back of the property.

"The 40-year-old man is the father of the two children," WA Police Assistant Commissioner Allan Adams told reporters on Saturday.

"The exact cause of death and the circumstances will be thoroughly investigated and this will take some time, but I can tell you at this stage we are treating this incident as a double murder suicide."

He said the children's mother had planned to pick up the children and when they did not arrive she contacted other family members, who visited the Huntingdale home and called police.

Asst Comm Adams described the incident as an "extreme tragedy".

"It's extremely difficult to comprehend what's occurred. We can only begin to imagine the trauma caused to the family," he said.

He said the first responders to the scene will be provided with "the highest level of care and support".

"Obviously it's extremely traumatic for them to be confronted with these scenes," he said.

Police have set up a crime scene and are continuing to investigate the circumstances, but they are not looking for anyone else over the deaths.

"The early assessment is that this is a domestic homicide suicide," Asst Comm Adams said.

"Investigations will determine ultimately whether that scenario is what they were confronted with or whether there is some other issues at play."

He asked for anyone with information to contact police.

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Australian Associated Press