Mystery surrounds the motive behind the deaths of two toddlers, whose badly burnt bodies were found in a torched car along with that of their father.
The children were taken from their respective mothers a day earlier.
Vaal Rand police spokesman Captain William Mcera said the children, both aged 15 months and from different mothers, were reported missing on Friday.
It is believed their father committed suicide after killing them.
Mcera said an inquest docket had been opened after the discovery of the three bodies on Saturday.
Mcera said the mothers, from Sebokeng and Sasolburg, last saw their children alive on Friday.
He said the 26-year-old father apparently visited one of the mothers in Sasolburg on Friday.
"They were sitting in the car with the child when he invited her to go shopping with him. When she went inside the house to change her clothes, the man allegedly drove away with the child.
"An hour later he contacted the mother of the second child in Sebokeng. He asked where his child was and was told the child was still at a nursery school.
"When the mother went to fetch the child from the school she was told the father had already taken the child," said Mcera.
Mcera said both mothers were too distraught to speak to the media.
When Sowetan arrived in Sebokeng yesterday, the grieving family declined to give interviews.
Mcera said the man had not yet been identified and family were at a loss to explain his possible motives.