Police responded to an apartment complex in West Haven on Treat Street around 3 p.m. Thursday for a report of an injured person.
Authorities say the children and their father, who called 911, were treated at the scene and then taken to the hospital.
The 4-year-old was pronounced dead at the hospital and his 2-year-old brother is still being treated. His condition was not yet known.
Police have not identified the boys or their father but have set up a yellow tape perimeter at the apartment complex as detectives continue to investigate.
They're asking anyone who may have seen anything to contact detectives.
The Associated Press contributed to this report.