A father is alleged to have killed his own child as well as his girlfriend's two children before committing suicide in his Pretoria home on Tuesday.

The gruesome discovery of the three little bodies and the 29-year-old man was made by neighbours.

They recalled seeing him on Tuesday morning and told police they thought he was "behaving suspiciously" when entering his Soshanguve home. 

Police spokesperson Captain Kay Makhubele said the man had gone to his girlfriend's house where he collected the children aged 11, 3 and 2, pretending that he was taking them to school and crèche.

"But he didn't do so. He then went straight to his house in the area with the children. His neighbours then saw him locking himself with the children inside his house and became suspicious of his behaviour.

"After some time, neighbours went and knocked at his door. He didn't respond. They then broke down the door and made the gruesome discovery of four bodies hanging inside the house. They quickly informed the police," Makhubele said.

He said police swiftly responded to the scene where the four were certified dead.

Makhubele confirmed three murder cases and an inquest docket were opened.

"There is no way that such children at their age can hang themselves. They were killed hence we opened a murder case," said Makhubele. 

The man was the biological father of the two-year-old.