The shootings happened in Spalding in Lincolnshire, police say
A father is believed to have shot dead his wife and teenage daughter in a small English market town - before taking his own life.
Lance Hart is understood to have killed his wife Claire (50) and daughter Charlotte (19) with a shotgun.
The shootings happened near a pool in Spalding at about 9.00am. No shots were fired by officers.
Witnesses said swimmers in the pool heard the shootings and a centre manager rushed out to find the injured bleeding on the ground.
Paramedics arrived at Castle Swimming Pool shortly afterwards by air ambulance and fought to save the three injured, but to no avail.
One school - nearby Spalding Grammar School - was put in lockdown and the sports centre and pool were closed.
Police are not looking for anyone else in connection with the incident and there are no indications that the matter is terrorist-related.
One local man, who did not want to be identified, said: "From what I understand a man shot himself and his family."
Officers raided a house in Hatt Close, Moulton, Spalding, which one resident in the street claimed was linked to the shooting.
Aerial footage from the scene shows police tape surrounding a silver hatch-back car with debris scattered around it.
Next to that a white forensic police tent covers the front of a blue car.
What appears to be a silver body bag is laid on the ground nearby, next to a separate, smaller, forensic tent.
An East Midlands Ambulance spokesman said: "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."
Journalist Nigel Chapman said that the pool is in the centre of Spalding and a busy area for cars, pedestrians and cyclists.
"There was a sound like a bird scarer going off," he said.
"I went down and there were scores of emergency vehicles and the entrances to the pool had been shut."
"We have our suspicions that this may be a murder/suicide at this stage."
UK Labour leader Jeremy Corbyn said on Twitter: "Shocking events in Spalding, Lincolnshire. My thoughts are with the victims and their families."
Laura Spring, who works at the Woodlands Hotel on Pinchbeck Road, told the Lincolnshire Echo: "It is absolutely devastating. I have a cold shiver running down my spine."
Police urged members of the public to stay away from the area.