Officers and firefighter-paramedics responded about 8:15 a.m. to the 9200 block of Success Avenue, where the girls were pronounced dead, said Officer Norma Eisenman of the Los Angeles Police Department.
The man was transported to a hospital, where he died, according to Eisenman.
The Los Angeles Fire Department said the girls were ages 4 and 6.
None of the deceased were immediately identified.
The motive for the incident is under investigation.