Another child was fighting for life in a critical condition after the blaze in Essex.
Three of the children who died are believed to have been two boys, aged six and 13, and an 11-year-old girl.
Firefighters who attended the blaze at 1.45am in Harlow, Essex, described the house as being "100% alight", with flames coming from the front and back doors.
Steve Foster, Assistant Divisional Officer for Essex County Fire and Rescue, said: "Crews arriving at the scene did everything they could.
"They went straight into the burning building wearing breathing apparatus to bring people out as quickly as possible."
The father was not at home when the fire broke out.
A fire spokeswoman said: "We understand firefighters brought them out of the house and were doing CPR (cardiopulmonary resuscitation) outside,."
A burnt-out car yards from the house is believed to have caught light at the same time as the house fire. It is not known if the two incidents are linked but firefighters are examining the vehicle.
Senior investigating officer Detective Superintendent Rob Vinson said: "At this time we are investigating to see whether this fire was started deliberately, and need anyone with information to contact us."
It is understood the family who lived at the address were of Asian origin.
Sharon Pavey, who has lived in the house next door for 10 years, said the family had only recently moved into the area and she believed the father worked as a doctor.
She added: "I saw flames coming out of the back window and dialled 999, but they were already on their way.
"The flames and smoke were billowing out and we could tell it was very serious.
"I don't think many people knew them but we are all in shock."
Essex Police said: "The cause of the fire is under investigation and detectives are looking at the circumstances leading up to the fire."
A joint police and fire service investigation will be carried out.
Gary Sanderson, spokesman for the East of England Ambulance Service, said: "Ambulance crews worked extremely hard alongside the fire service to treat two adults and five children, who were all conveyed to Princess Alexandra Hospital.
"Sadly, four children and an adult lost their lives. Another child remains in a critical condition in hospital."