Gramiccioni confirmed Keith Caneiro and his wife, Jennifer, were killed in the fire on Tuesday. Their two children were also believed killed, but their identities had not yet been confirmed by the medical examiner.
Three of the 4 victims were severely burned, he said.
"Each of these individuals were victims of homicidal violence at some point before the fire was set," Gramiccioni said. "I can confirm that Keith Caneiro, whose remains were found in front of the home, was shot, but I can't go any further than that at this point."
Paul Caneiro, the brother of the man who owned the mansion, is now in custody at the Monmouth County jail, charged with setting his own home in Ocean Township on fire.
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The criminal complaint says Paul Caneiro's wife and two daughters were inside their home at the time.
Caneiro, 51, was arrested on a charge of aggravated arson in connection with that fire early Tuesday morning. His first court appearance is set for Wednesday, November 28.
Authorities believe that the two fires are connected but have not explained how.
Firefighters responded to the fire hours later, around 1:30 p.m. Tuesday.
Video showed firefighters battling the blaze as smoke poured from the roof of the two-story home, which is surrounded by fields and includes a large swimming pool.
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Prosecutors believe the Caneiro family was targeted, adding there is no gunman out there and there's no threat to the public at large.
According to Zillow, the 5,784-square-foot single family home was built in 2003. Public records show the home is owned by technology CEO Keith Caneiro, 50, and Jennifer Caneiro, 45.
Keith Caneiro's LinkedIn profile describes him as the CEO and chief technology officer for a company in the New York City area called Square One. His profile says he graduated from Columbia University with a Master of Science degree in 2018 and previously received certifications from Harvard Business School's online platform.
Colts Neck is a well-to-do community about 50 miles south of New York City and is home to horse farms. Typical homes in the town of 10,000 are valued at about $750,000.
Bruce Springsteen owns an estate there, and his son is a former member of the fire department.
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Former "Daily Show" host Jon Stewart and his wife operate an animal sanctuary there; Queen Latifah sold her mansion there in 2015.
The Associated Press contributed to this story.