Tiffany and Brittany Coffland, both 16, were fatally shot in their St. Charles condo.
Police say the girls were living with their father and their mother was living in a separate apartment in St. Charles, but it's unclear what sparked Friday's violence.
The girls' mother, Anjum Coffland, was also shot but survived the incident, which police are calling a domestic disturbance.
Police in the city of St Charles, Illinois, have said that a man called 911 to tell dispatchers that he had shot his twin daughters and his wife and that he was going to shoot himself.
Kintz said St. Charles Police have been working with the Kane County state's attorney and the Kane County Major Crimes Task Force in the investigation.More news: Photos of female United States marines shared on Facebook without consent
Police officials say, "this is a very hard scene for the first responders to work with".
Investigators have spoken briefly with Anjum Coffland who is recovering at Delnor Hospital in Geneva. Police said the girls, who previously attended Oswego High School, would have celebrated their 17th birthday on Tuesday, the Chicago Tribune reported.
The Daily Herald reports that officers responded to a report of domestic trouble February 9 on the 100 block of South 5th Avenue in St. Charles.
"This is a very hard scene for the first responders to work with", Deputy police Chief David Kintz said in a news release.
''It's kind of unnerving to realize that someone you were so close with, and could see in a day, and could be gone in a matter of hours", Ally Siebrasse, a friend of the twins, told WGN-TV.More news: Regular Sex At Home Equals Better Work Performance, Study Says
Soon after, the second call to 911 was placed from within the residence.
St. Charles Mayor Ray Rogina in a statement on Saturday called the deaths "a horrific personal tragedy " for the city of St. Charles. Her personality. She was a wonderful young girl.
The twin sisters attended St. Charles East High School where Brittany was a cheerleader, the Daily Herald reports.
"Tiffany would just absolutely light up a room with her smile".
School officials had counselors on campus for students or staff who needed to talk or grieve over the weekend. "We also pray for the greater community, all of us, that we will stand tall and provide calm and peace at such a tragic moment".More news: Read the bill: GOP proposal for replacing Obamacare
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