Police said Nichole Pumphrey, 31, Amariah Emery, 10, and Lawrence Cannon, 31, were found dead inside a house on West North Street shortly before 8:45 a.m. Tuesday.
Amariah was Pumphrey's daughter and lived with her at the address where police said the bodies were found.
Cannon's father, Lawrence Williams, said that Cannon had moved back to New Castle from Oklahoma City just two weeks ago.
Williams called the deaths senseless and said he knew of no enemies that his son may have had.
Anyone with information is asked to call police at 724-656-3538.