The Will County Sheriff's Office said Tuesday that Jenna Strouble of St. John, Indiana had a relationship and children with one of the victims, 32-year-old Jacob Q. Lambert.
The other two people killed were Lambert's parents, Stacy J. Forde, 54, and Patrick J. Forde, 55, Will County officials said.
The sheriff's office said Strouble made incriminating statements after the murders, and police recovered a gun that matched the one used in the incident.
Police said Lambert was found dead in a car in the driveway, and his parents were found dead inside the home, on the first floor, near the front door, in the 3400-block of East Norway Trail in Crete Township.
Strouble was taken into custody in St. John.
She is still being held at the Lake County, Indiana jail and will be in their custody until she's extradited back to Illinois.
Officials said Lambert and his parents lived in the home, where they were found.
Autopsies were performed Tuesday, and final cause and manner of death will be determined after police and toxicology reports, the coroner's office said.
The sheriff's office said the incident appears to be domestic in nature and there is not a threat to the public.
Neighbors reported hearing gunfire before the bodies were found.
You can contact the Illinois domestic violence hotline at 1-877-863-6338 click here for more information.