Details are still sketchy, but police said it appears the rampage started before 7 a.m. Monday. They said the gunman entered a house on 31st Street East in Palmdale, shot a woman believed to be his 33-year-old sister and then left the house.
The 31-year-old man then headed to his ex-wife's house in the 45300 block of Beech Avenue in Lancaster.
Neighbor Jananna Ellison said she heard five shots coming from the house across the street from her.
"I didn't see anything, I just heard five loud booms and I thought somebody was banging on my door," said Ellison. "But when I came out here I seen the police coming up and it was gunfire."
Los Angeles Sheriff's Department spokesman Steve Whitmore said the 34-year-old woman was killed while one of her children watched.
"The first person was apparently his sister and then he went to his ex-wife's, where he shot her in front of her 8-year-old daughter," said Whitmore. "I mean, there's no good news here. This is a tragedy."
Neighbors said they often saw children playing in the front yard of the home, and they always seemed so happy. They never thought anything so awful could happen in their neighborhood.
"It's really shocking. I've never, ever been in a neighborhood where they've murdered somebody before," said neighbor Betsy Rosaro.
The suspect, who has not yet been identified, was later found in his vehicle near Avenue E and Sierra Highway in Lancaster, dead from an apparent self-inflicted gunshot wound. Detectives have recovered a gun.
"This is an ongoing investigation, obviously it's going to be looked at top to bottom," said Whitmore.
There was no word on a possible motive. The names of the three were withheld pending notification of relatives