A 4-year-old child was shot but he survived.
The fatal shooting took place inside an apartment on West 151st Place.
The medical examiner identified the victims as 28-year-old Donysha Stovall; her boyfriend's son, 16-year-old Shaquille Davis; and her daughter, 9-year-old Clarisma Torrey. Stovall's 4-year-old son, Nathaniel Davis, survived and is listed in stable condition.
Police say it was a call from the public that led to the arrests and all three suspects were together when they were caught.
Meanwhile, family, friends and community leaders gathered at a prayer vigil for the three victims late Monday evening.
"These are the future that we killing and we should think about that. These are kids," Gioolah Green told the crowd.
Police say there was no forced entry leading investigators to believe the victims were killed by someone they knew.
"No one deserves to be shot the way they were, under no circumstance. I don't care what it was about," said Dyland Weather, victims' father and grandfather, still clearly in shock.
Weather offered a $5,000 award to anyone who leads police to the killers of his daughter and granddaughter.
Harvey police say they got the call at about 9:45 Sunday night. Authorities found four family members, two of them young children, inside the home with gunshot wounds.
"This is really a horrific crime, and in my law enforcement career, this is one of the worst that I have seen. Let me assure you that the Harvey Police Department will be leaving no stone unturned," said Chief Denard Eaves Sr., Harvey Police Department.
Stovall and her 9-year-old daughter were rushed to the hospital but did not make it. Shaquille Davis, the 16-year-old son of her boyfriend, was dead on the scene. The only survivor is the couple's 4-year-old son who was shot six to seven times, according to his grandfather.
Police believe the shootings are drug related.
"There was a quantity of drugs found and we're currently seeking charges against the boyfriend, who is in custody in our station," said Eaves.
Stoval worked at a bank and was studying management at Columbia College.
The teenage victim, Davis, was recently released from juvenile detention center. Police were still questioning his father Monday night and say he had some type of connection to the suspects.
Those who knew the victims are leaving messages and sharing stories about a mother who many caled kindhearted.
"She was beautiful, a good mother, salt of the earth...they didn't deserve this," said Grrod Walker, family friend.