The incident occurred during morning time when the man, a resident of Limburg province's Reuver town, got involved in a fight with his ex-wife. She had recently ended their relationship, Xinhua reported.
The furious man shot her in the leg with a gun, prompting a neighbour to pull the wounded lady into his house. But the shooter escaped to another house while taking his own three-year-old daughter hostage.
As police arrived, it surrounded the man's house and sealed off the area. While residents were adviced to stay indoors, the injured woman was rushed to hospital.
Following negotiations with the hostage-taker, a police team entered the house at around three o' clock in the afternoon. But they only found the dead bodies of the man and his little daughter, according to reports.