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Miriam Slot, a police spokeswoman, told Reuters news agency that a 34-year-old Dutch policeman shot and killed his two young children and himself at a home in Dordrecht on Monday evening.
Three people were killed and another "seriously injured".
The paper said the gunman was believed to be one of the dead, having taken his own life.
The fourth victim of the shooting on Monday at a house in Dordrecht, near Rotterdam, has died from her injuries, the Rotterdam police announced on Tuesday.More news: #6 LSU vs. #10 Texas & 4 more
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The shooting happened last night at a home in the Dutch city of Dordrecht, a river city 25km southwest of the port of Rotterdam.
Mayor Wouter Kolff said in a tweet: "Earlier tonight a very serious shooting incident occurred in Dordrecht".
It was not immediately clear if the 35-year-old officer was related to the children, who were aged 8 and 12, or to the 28-year-old injured woman.
The neighbourhood has been cordoned off as police investigate.