An American woman from Chicago, and her young twin daughters have been found dead in their home.

Police officers believe the incident to be an apparent "double murder-suicide".

According to The Sun UK, the mum and children were identified as Celisa Henning, 41, and her six-year-old twin girls, Makalya and Addison.

They were discovered on Monday afternoon inside a bathroom of the family's in southwest suburban Joliet by the woman's husband and girls' father, Chicago Tribune reports.

While autopsies are yet to confirm the cause of death, police said it appeared all three died of gunshot wounds.

They are investigating the triple shooting as apparent murder-suicide.

Dennis Henning, the woman's father-in-law and the girls' grandfather said his two granddaughters had spent the day at home with their mum.

He said his son, who is a plumber, tried contacting his wife-of-ten years during the day, but she did not answer the phone.

When his son arrived home at around 3.30pm, he found the bodies of his wife and two daughters and called police, Dennis said.

Dennis added: "He's grieving. It's a tragedy. I hope and pray to God that he can live through it."

The twin sisters had just start kindergarten at a nearby Catholic school, Dennis said.

Neighbour Joan Paul, who spoke regularly with the mother, described the woman as devoted mum who loved her children.

He said: "If she did this, I can't imagine the terror in her heart. Those kids were her life. She was an excellent mother."

Police declined to discuss how the girls or their mother died but described their deaths as a "very tragic incident".

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