Police attended an address on Coode St in Bedford around midday AWST after a man presented himself to a regional Western Australian police station early on Sunday morning, Steel told reporters.
The age and gender of those found has not yet been revealed, although it is thought "there was at least one woman".
Police have blocked off traffic around the scene of the incident and have a heavy presence there, with forensic officers among those on site.
The man, said to be in his 20s, is in custody and undergoing questioning.
Investigators are now searching the home for evidence, and police could not provide any further details on the victims. "There are no ongoing concerns for public safety as a result of this incident", police said.
"It's just really sad that something like this can happen in such a quiet neighbourhood, it's horrid on every level. poor children", resident Maria Manfredini said.
Entire blocks around the crime scene at the corner of Coode and Fort streets are cordoned off and dozens of police officers are at the scene.
"The Homicide Squad will take control of the scene", he said.
Neighbour Vagner de Souza said he regularly saw a family outside the house where the bodies were found.
Steel stressed that this was very early in the investigation so he could not provide many details.
"This is a tragic event and it will no doubt have an impact not only on the family and friends of the deceased but for the whole of the community and those first responders who are faced with attending a scene of multiple deceased people", he said.
It's understood children believed to live at the house included a three-year-old, and two 18-month-old twins.
It also follows the deaths of seven people, also in Western Australia, when a grandfather shot dead his wife, daughter and her four children in a mass murder-suicide in May.
A mother and her two young children were murdered in July in the Perth suburb of Ellenbrook.