The incident took place late Tuesday night in Orange County residential society located in Indirapuram area.
Ankur Gupta, 35, first shot dead his wife Sarika, 30, and then fatally shot his seven-year-old son Parth.
After killing both of them, he then shot himself dead in the living room.
At about 11.30 p.m., Ankur's younger brother Ankush reached home and found all the three dead.
He informed the police.
"We have sent the bodies for autopsy... it seems a case of suicide," said Superintendent of Police, City, Muniraj.