A man is believed to have shot dead his wife and daughter before turning the gun on himself near a swimming pool in a small market town.
The horror unfolded near Castle Swimming Pool in Spalding, Lincolnshire, when Lance Hart killed partner Claire, 50, and 19-year-old daughter Charlotte.
Officers and paramedics battled to save the two women who they found gravely injured at around 9am on Tuesday.
Mr Hart, 50, a delivery driver for a builders' merchants, was already dead, and no shots were fired by police.
Investigators raided the family home in Hatt Close, Moulton, where one neighbour described Mr Hart as "always caring" and a "very nice guy."
The resident, who gave his name as Peter, said: "Lance worked as a delivery driver for a builders' merchants - we've had quite a bit of stuff from them - but he was always caring and would come around afterwards to see whether we could carry stuff.
"Last time I spoke to him, he had put the house on the market because they were hoping to downsize, buy somewhere in the village. He was a very nice guy, he went out of his way to be helpful so it comes as a great shock.
"He was full of the joys of spring. His kids had left home and they were going to downsize and find a bungalow in the village."
ITV News Correspondent Rupert Evelyn reports:
The local community reacted with shock. A resident of Pinchbeck Road, near the swimming pool, said she was "terrified" when she heard the news.
District councillor Gary Taylor, who represents Spalding Castle ward, said: "It's terrible news and local people are very shocked. It's a very quiet place, gun crime does not exist in this area at all. It's shocking news."
Police were called to the Castle Sports Complex in Spalding, Lincolnshire at 9am - shortly before a children's swimming class was due to take place.
A Lincolnshire Police spokesman said: "At this stage we are not looking for anyone else in connection with the incident.
"There is no indication that this is a terrorist related incident and no shots have been fired by police.
"We believe all those involved were known to each other, however we are not in a position to release their names nor confirm their specific relationship to each other."
East Midlands Ambulance Service said paramedics were told to approach the scene with caution and fought to save the three people who died.
A spokeswoman said: "We received a call at 9.04am reporting gunshots on Pinchbeck Lane, Spalding. Our ambulance crews and paramedic officer were sent to the emergency and told to approach with caution.
"Upon arriving at scene, our paramedics treated three patients who had gunshot wounds. Despite the best efforts of everyone at the scene the patients were pronounced dead.
"This is a tragic incident and our thoughts are with the friends and families of those involved."
"I couldn't see what was happening but there were about six or seven police cars and the air ambulance.
"I thought someone had drowned because it was outside the swimming pool.
"You don't expect this kind of thing in this part of the world."
On their Facebook page, the Castle Sports Complex and Swimming Pool said: "The swimming pool is currently closed due an incident in the local area.
"The Sports Centre remains open as usual and we will update the website with any developments. We apologise for any inconvenience caused."
An employee told ITV News: "Everything is cordoned off at the moment so we don't really know what's happened."
Some schools in the area said they were on lockdown as a precautionary measure.
Labour leader Jeremy Corbyn expressed his shock tweeting:
Any witnesses to the incident, who haven’t already spoken with officers at the scene, are asked to call 101, quoting incident number 92 of 19th July.