A lottery winner in the UK allegedly stabbed his wife after she found out he spent the money on prostitutes, before killing himself and their two sons.

According to the UK Metro, 43-year-old David Stokes was found with a knife in his chest at his home after barricading himself inside the house with his family.

His sons Adam, 11, and Matthew, 5, were also found dead, although a postmortem failed to shed light on how they were killed.

They were found together in a bed, holding hands. A forensic pathologist suggested they had been strangled, the publication reported.

The Sun reported that his wife and the children's mother, Sally Stokes, was held hostage but managed to escape with serious stab injuries.

Speaking at an inquest at Loughborough Coroner's Court, Sally revealed she found out that David had a second mobile phone and confronted him about it.

She said he smashed up their kitchen before stabbing her, adding that he had been cheating on her by regularly using dating sites to go out with other women.

The Mirror reported that the hearing was also told that David had previously won £40,000 (about R762,000) in the lottery and spent the winnings on shares, a new car and prostitutes.

Chemicals and various knives were found in the house.