Spokeswoman Debbie Tanna says the fire was reported shortly before 5 p.m. by a passerby who noticed smoke coming from the home.
When firefighters arrived, all three victims were dead. He said fire fighters tried their best to resuscitate the victims before the paramedics arrived.
Officials at the Goldwin-Falcon Fire Department says it was one of the worst cases they can remember.
Goldwin-Falcon Fire Chief Wayne Lucas told ABC11 Eyewitness News that there were no flames, just heavy smoke and the windows of the home were black.
He said they found Cox in the kitchen and the children in separate bedrooms.
"I don't know whether she was attempting to put out the fire, but she was the only one of the victims that appeared to have burns," he said.
The children's mother was at work at a nearby meat packing plant at the time of the fire.
Arson investigators have not determined the cause of the blaze.
"I've been in it for 40 years and I've never been to a three fatality ... it's sad," Lucas said. "We have kids and grandkids in the very age group … and so it's tough."
The fire chief has asked councils to be on hand Thursday to talk with the firefighters who were at the scene.
In the meantime, the victims' bodies have been transported to the State Medical Examiner's Office in Chapel Hill for autopsies.