Huge flames could be seen shooting from the roof of the Victorian mansion early Sunday morning. Two people made it out alive, including ad exec Madonna Badger.
Police identified the victims as Badger's three children - a 10-year-old and 7-year-old twins - and both of her parents.
Neighbors say the house was under renovation, and the family had just moved in a couple of months ago.
Badger, an ad executive in the fashion industry, is the founder of New York City-based Badger & Winters Group. A supervisor at Stamford Hospital said she was treated and discharged by Sunday evening.
Authorities say a male acquaintance of Badger who also escaped the blaze was a contractor who was doing work on the home. He was also hospitalized but his condition was not released.
Police officers drove Badger's husband, Matthew Badger, from New York City to Stamford on Sunday morning.
The cause of the fire has not yet been determined.
The Associated Press contributed to this report.