"We have a total of four victims dead here ... they are all related, family of some sort," Sacramento County Sheriff's Department spokesman James Lewis told reporters.
A 7-year-old girl found at the second location was taken to a local hospital with serious injuries, and a 2-year-old child was believed missing, Lewis said.
Police were trying to assess the method used to kill the family, but did not believe guns were involved.
Police identified a suspect, a 28-year-old Russian immigrant, and warned that he was armed and dangerous. They said he allegedly killed the first victim, possibly his wife, then drove to the second house where he attacked other members of the family.