The bodies were discovered Monday, but authorities do not yet know the cause of death, the East Brunswick Police Department told CNN.
The family moved into the house just 20 days earlier, police said.
“This is a devastating day for our entire community and we are working to determine exactly what happened,” said East Brunswick Police Chief Frank LoSacco.
On Monday afternoon, police received a call from a neighbor who heard screaming, police Lt. Frank Sutter told CNN.
Officers arrived at the home and found an 8-year-old girl, a 32-year-old woman and a 62-year-old man who were not responding in a pool.
All three were declared dead shortly thereafter. There was another family member who lived in the house, but authorities did not say how that person was related to the victims.
While the cause of death is still under investigation, an electrician was on the scene Monday, Sutter said.
“That is just to rule out or rule out the possibility of electrical currents,” he said. “The investigation is still ongoing and we are awaiting autopsies.”
The county medical examiner’s office will perform the autopsies. The office, but it is not known when.
The East Brunswick Police Department and the Middlesex County District Attorney’s Office continue to investigate the deaths.