It happened around 3 p.m. at a home on Smokemont Drive but officers remained active in the Linville Ridge neighborhood for several hours.
Shortly before 11 p.m., Cary Police Department identified the people found dead inside as 54-year-old Erica Alsye Holton, 19-year-old Xavier Neil Holton, and 19-year-old Aminah Michelle Guy. All three had gunshot wounds.
According to authorities, Erica and Xavier were mother and son. Xavier and Guy were dating.
The case has been turned over to the Office of the Medical Examiner, and an autopsy has been scheduled. Investigators are working to learn more about the circumstances surrounding the incident.
There is no threat to the community, police said.
WATCH | More details to be released on Cary death investigation
More details to be released on Cary death investigation
Neighbors told ABC11 that they are just as much in the dark as everybody else. They did say a man and woman lived at the home and often there were two cars in the driveway.
Cary Police Department was seen searching four separate cars in the area -- two in the driveway, one in the garage and one parked on the street near the home.
The people living in the home did not own it. Instead, a family who lives about 10 minutes away was renting it out. ABC11 contacted that family but said they didn't know anything about what happened.