Police on Friday afternoon recovered bodies of two children and their mother from a house in Dakshinkhan area of the capital.
Neither their identities or the cause of death could not be known immediately.
"Being informed, police recovered the bodies. A team of the Criminal Investigation Department (CID) of police is currently at the crime scene," Nabid Kamal Shaibal, deputy police commissioner of Dhaka Metropolitan Police (Uttara zone) told The Business Standard.
"It looks like they have died a few days ago as the bodies were decomposed," he added.
Police suspect that the trio was strangled. The deceased are the wife and children of a government official, who also remains missing.