Ripley County Sheriff Ron Barnett says the deaths happened Saturday night in a rural home near Fairdealing, about 140 miles south of St. Louis in southeast Missouri.
Barnett says a couple argued when the woman wanted to leave their home, and the woman's family came to help her move out. He says Colton Turner, 23, shot and killed his girlfriend's father, Dean McColley Sr. He also stabbed his girlfriend's mother and brother before killing himself.
KFVS reports one stabbing victim was sent to an area hospital, while the other was flown to Memphis, Tenn., for treatment.
The incident is still under investigation.