A Sikh woman and her three children were found dead in their home in Brussels.
The family hailed from Ludhiana in India, reports said.
It was the woman's husband who made the terrible discovery when he returned home from work Friday.
All four victims had their throats slit.
The authorities have confirmed that they are investigating the crime, but have refused to comment further on the case.
The father whom the Belgian media named as Jasbir Singh (37) was living in Belgium since 15 years and was working in a restaurant.
His wife joined him around five years ago.
Singh told a Belgian TV channel that he attempted to call his home in Etterbeek area Friday night, but in vain.
Worried, he returned home and discovered the bodies of his wife and three sons.
"I did not understand what happened, how it happened," he said on Saturday.
"It was dark inside. I called, no one answered. When I turned on the lights, I saw blood everywhere. I immediately called the police," said Singh.
According to their neighbours, there was no problem between the husband and his wife.