At about 11:54 p.m., multiple 911 calls alerted authorities to a fire in the 2900-block of Enoch Avenue, and firefighters arrived to find the residence fully engulfed in flames.
"It's a nightmare situation when you get to a scene of a fire that's already well-involved," Zion Fire Chief Justin Stried said.
The fire chief said they found three people upstairs, who did not survive.
Another woman was also hurt and taken to a nearby hospital.
The Lake County Coroner's Office identified the deceased as 58-year-old Scott Copen, 54-year-old Gina Copen and 41-year-old Cristal Copen. They all lived at the home, fire officials said.
Autopsies showed they died from thermal injuries and smoke inhalation, the coroner's office said.
Toxicology testing, including carbon monoxide levels, is pending.
A family member said the victims were his sister, mother and uncle, and that the home had been in their family for generations.
Board-up crews worked Wednesday to clean-up debris from the fire. The house was severely damaged.
"Oh, it was huge; it was ginormous," neighbor Jason Carlin said. "The smoke was just so high, and you could barely see down the street with the smoke."
Carlin lives four houses down and he, like other neighbors, said he heard a loud boom right before the fire.
"I heard a loud bang," Carlin said. "I thought it was my neighbor's cellar door. But, then I looked outside. My dog alerted me; she just kept going to the window. And then I looked outside, and saw the fire crews starting to come. And I walked outside, and the house was just engulfed in flames."
Next-door neighbor George Gregory said he also heard a loud explosion.
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He ran outside, worried the fire would spread.
"This thing was so intense that our house over here, if it had been another 25 minutes or so, our house would have lit up. That's how hot it was," Gregory said.
Firefighters battled high winds all morning long. It took almost four hours to put the fire out, because of its sheer size and scope and the construction of the home.
"It's a pretty lengthy operation. So, we still have a lot of fire and overhaul and hotspots to take care of," Stried said. "The state fire marshal has been called out to help us with the investigation. There's void spaces that are hard to get to; there's spaces in between shingle layers, in between walls, near dormer windows, that type of thing."
The fire chief said he didn't hear any alarms that would come from smoke detectors in the house.
"It's just sad," Carlin said. "Especially when, it brought tears to my eyes last night when it was happening. I was telling my wife, you know, thankfully it wasn't us because who knows if this could happen to us."
Several agencies across Illinois and Wisconsin responded to help fight the fire.
The cause of the fire has not yet been determined.