Dunn Police Chief Lynn Gay said the investigation was launched after the baby died Monday at a hospital.
Deputies say the children's bodies were found inside the trunk of the car in a garage in Zebulon.
The Johnston County father is facing 4 counts of murder.
Authorities also said Wednesday during a news conference that all of the children were homeschooled.
Wellington Dickens III will remain in Johnston County Jail with no bond.
Deputies say the children's bodies were found inside the trunk of the car in a garage in Johnston County after the father called 911.