After the Fullerton Police Department's dispatch center received a little girl's call at 8:21 a.m., officers responded to a home in the 400 block of Gilbert Street where they discovered the three deceased adults.
The girl, who told police her parents had died, and her sister were also located inside the residence, unharmed.
The woman and the two men were not immediately identified by police.
Authorities said Saturday night that they were also looking for a third child, 17-year-old Katlynn Goodwill Yost, who lived at the home where the deceased were found.
She is described as 5 feet 6 inches tall, weighing about 150 pounds, with strawberry blonde hair and dark-colored eyes.
Friends and neighbors identified the two victims as Katlynn's mother and stepfather, Jennifer and Chris Yost.
"This is obviously a tragic event," the police statement said. "The Fullerton Police Department has committed all its resources to identify who is responsible for committing this act."
Neighbors in the area said they heard gunfire, and authorities said there was significant trauma to the bodies. Authorities said it was unclear if the two young girls witnessed the murders.
They continue to search for the suspect or suspects who targeted the three victims.
Anyone with information about the killings or Katlynn's whereabouts is asked to call the police department's Crimes Persons Unit: Detective Coffman at (714) 738-5361 and/or Sgt. Rowe at (714) 738-6776.