Detectives found 2-year-old Jordyn Washington and 3-year-old Lynn Roby were found at their paternal grandmother's home in Harvey. Officials said the detectives refused to leave the home until the children came out.
The children were taken to the Markham Police Department. Markham Police Chief Mack Sanders said the children appeared to be safe and healthy.
"They were at their grandmother's house," Sanders said. "Detectives went by there. She complied with our request. We don't know where they were prior to us recovering them."
The children's father, Lynn Washington, was believed to have the children at the time they went missing, police said. Authorities said the children may have been in danger during that time.
"They good, they safe, they were never in harm's way and they're safe with us," said Washington's niece Thursday. "They not safe with nobody else but us."
Markham police said the children's mother, 27-year-old Lakisha Roby, was shot to death at a BP gas station at 167th & Pulaski at 1:34 a.m. Wednesday. Washington is a person of interest in her death and has a long criminal history.
Police said Washington disappeared with the children after Roby was murdered.
Washington is wanted by police for questioning. He is described as a black male, in his 40s, 5 ft. 9 in. tall and 180 lbs. with tattoos on his neck, left arm, right arm and chest.
"We'd like to talk to him to find out his version of events, what happened," sanders said of Washington.
Court records show that Roby filed a domestic battery complaint with Hazel Crest police in November 2016 that claimed Washington punched, bit and choked her. In March 2017, Roby filed for a protection order against Washington.
"He has a history of abuse with myself and other women," Roby wrote in the order. "I do feel like I'm at chance of being hurt or worse by him."
Washington's sister claimed Thursday that Washington had custody of the children and there was never an order of protection that kept him from seeing them. ABC7 obtained a copy of Roby's order of protection and confirmed that the children were not listed on it.
It is unclear who actually has legal custody of the children. The Department of Child and Family Services has been notified, authorities said.
"The children's mother is deceased now....for one," Markham Police Chief Mack Sanders said. "For two, he has an active order of protection,that he knows about. For 3, he went and got those kids when he wasn't supposed to have them. Period."
Washington's relatives declined to comment before the children were found Thursday, but his mother said "these kids need to come home, this is where they live."
Washington's sister said the family did not know where the children were while the Amber Alert was active.
Police said Roby and Washington were still married. Her family said she left the state to get away from Washington, but the courts forced her to return to Illinois.