Police reported that the bodies of Sathida Tantararattanapong, 45, along with her 16-year-old son and 14-year-old daughter were found lying on a bed together.
The bank said the deceased had failed to show up at a scheduled meeting and after she could not be contacted, the bank officials called her husband Peerapat Tantararattanapong, who later told his sister-in-law to check the house.
However, when the sister-in-law could not get into the house, she called Peerapat who then broke in to find his wife and children lying dead in the bedroom.
The teenage son reportedly held a gun in his hand and his face was severely damaged, while the bodies of the mother and sister were covered by a blanket.
Police suspect the three may have had a fight, resulting in the son shooting his mother and sister, and then covering their bodies out of remorse before killing himself.