Police made the discovery around 4 p.m. and said it appears all the victims, four men and one woman, were murdered.
"At this time, the motive and information regarding any involved suspects is not known to us right now," said Assistant Chief Paul Formolo with the Milwaukee Police Department.
Formolo said the welfare check came from citizens who had concerns about the occupants of the house. He added that it is a normal call the department responds to all the time, but not usually with these results.
Autopsies are expected to take place Monday.
Police are still at the scene Sunday night trying to figure out a motive.
Investigators ask anyone with information to contact Crime Stoppers or the Milwaukee Police Department.