The three bodies were found in a dark-colored Acura sedan at a home in the 23800 block of Bayview Court in Valencia in Friday afternoon. The man apparently drove the couple to his home and then opened fire. A suicide note was found at the scene.
"He had just arrived and gotten out of the car and got back in the car, and then the wife and neighbors heard gunshots," said lt. John Corina of the Los Angeles County Sheriff's Department.
The sheriff's department said they received a 911 call from a woman who said her family members were dead.
Corina said the husband may have suffered from depression.
The names of the victims have not been released.
The Associated Press contributed to this report.