Lt. Col. Mavela Masondo, police spokesperson says it is further alleged that the suspect attempted to commit suicide by hanging himself after the stabbing incident.
Police were called to attend to a domestic violence complaint in Diepkloof on Thursday evening.
On arrival, police found a woman and three girls with stabbed wounds on the upper body.
The woman aged 29 and two girls, aged one year and six years, were certified dead at the scene while the third girl aged four years was taken to hospital for medical treatment.
The suspect who is reported to be the husband and father of the victims was arrested and taken to hospital after he sustained injuries from the alleged suicide attempt. He was charged with murder and attempted murder.
The suspect will be taken to court as soon as he is discharged from the hospital.