The News Agency of Nigeria reports that the incident happened at Ovbiogie village in Ovia North East Local Government Area of the state.
The Commissioner of Police in the state, MR Hakeem Odumosun, who visited the scene of the incident, promised that the suspect would be charged to court after the conclusion of the investigation into the case.
The suspect was said to have shot through the door into the room where his wife and children ran into for safety and locked themselves in, following an argument.
The News Agency of Nigeria also reports that residents of the community wailed almost uncontrollably when officials of the Federal Road Safety Corps came to evacuate the corpses.
Narrating what happened, the suspect who was in police custody, said his wife accused him of having girlfriends and threatened to retaliate by going out with other men.
Uwaila said he drove out of the house in anger and came back to see that his wife locked herself and his sons inside one of the rooms.
The suspect said he shot through the door, adding that in the process, the bullet hit them on the bed.