The house is located in the 2000 block of 18th Road in the small community. The cause of the fire is not known.
Firefighters were called to the scene at about 3 p.m. Rescuers found the victims' bodies in an upstairs bedroom after a 911 call.
The LaSalle County sheriff says the homeowner, Gary Shepard, arrived home and found the house on fire. He told emergency crews he believed his wife and two sons were in the building. Officials found three bodies but no positive identification has been made yet.
"The father of the family was here. He saw the house fire, called it in as he was about a mile away, he saw the flames. He arrived at the house. Our officer arrived shortly after that. The fire apparatus arrived shortly after that," said Sheriff Thomas Templeton, LaSalle County. "Upon the officer's arrival, the house was well engulfed."
Grand Ridge residents embraced one another Thursday night in the wake of the tragedy.
"The officer made some attempts as well as the home owner to get in but from what the officer tells us they were both driven away," said Templeton.
Authorities are talking to the victims' relatives trying to decipher what happened and how the fire started.
It's an emotional blow for the community.
"I'm sure anything like this is very tragic," said the sheriff.
Dozens of firefighters remained on the scene late Thursday night.