Hong Kong police are investigating the deaths of a 37-year-old man, his wife and their two young children in a suspected case of murder and suicide in Tsuen Wan on Sunday morning.

The man was believed to have jumped from a hotel along Tsuen Wah Street while his wife and two boys, aged 3 and 6, had multiple injuries and were found dead inside their hotel room.

"The three, believed to be the man’s wife and sons, had sustained multiple injuries and were certified dead at scene,” police said in a statement.

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"Initial investigations revealed that the man had allegedly attacked the other three deceased with a knife inside the hotel room."

Investigators said they got wind of the incident at 4:45 am after they received a report that a man was found lying unconscious on Kwan Mun Hau Street, suspected of having fallen from height.

Police officers rushed to the scene and brought the unconscious man to Yan Chai Hospital, where he was certified dead at 5:03 am.

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Investigators later located his wife and two sons in their hotel room, where a 24-centimeter-long kitchen knife was also found.

Police said that the man had rented the room since mid-May as he and his family were preparing to immigrate. Investigators have classified the case as murder and suicide.

Post-mortem examinations will be conducted to determine the cause of death of the deceased while the District Crime Squad Team 2 of Tsuen Wan District is conducting the investigation.