It started Sunday afternoon when police were called to a San Diego neighborhood with reports of a man with a gun starting a fire.
When they arrived, the gunman started shooting, hitting one officer in the neck. His partner pulled him to safety.
The shooter ran into a burning house nearby.
After fire crews doused the flames, a man's body believed to be that of Kevin Collier, the suspected gunman, was found inside.
The body of a child, thought to be Collier's 14-month-old daughter was found in a truck in front of the home.
Before the shootout, Collier had tweeted that he killed his daughter and his mother-in-law.
The second body was found toward the back of the burned-out home in El Cajon. It was believed to be the body of Beverly Rakov, 51, the mother-in-law of Collier.
The Associated Press contributed to this report.
