A retired police officer from New York state, Glen Hochman, 52, killed his two daughters before ending his own life, officials said.
His daughters, 17 and 13, were discovered at the family’s home in White Plains.
The man’s oldest daughter and wife were not home at the time of the incident.
Hochman had served the WPPD for more than 22 years before retiring in January.
In May, he was one of several officers to be presented with the department’s Lifesaving Award.
Police are investigating what it called “the cause of the tragedy.”