CHICAGO - An Illinois man suspected of killing his girlfriend, her two sons and niece Tuesday morning and then setting their home on fire apparently committed suicide in his parents' home, the Chicago Tribune reported.

Cedric Anderson, 42, was found dead in his parents' home in Dolton, Illinois around 1:30 pm local time, according to Thomas Ahern, spokesman for the federal Alcohol, Tobacco, Firearms and Explosives agency.

Hours earlier, his 37-year-old girlfriend and her two sons as well as her niece were found dead around 7:15 am in the family's ranch-style home in unincorporated Villa Park, Illinois after a fire Tuesday morning that authorities labeled as "suspicious."

Investigators believe Anderson shot the four around 7 am while they were asleep, Ahern said. Anderson then apparently set fire to the house before driving to his parents' home in Dolton, near Chicago, and fatally shot himself in the head.

He left a note in the parents' home, Ahern said. The note did not take responsibility for the killings but indicated he was "despondent," Ahern said.

Anderson was convicted of heroin possession on December 29 in the Maywood courthouse, but remained free while awaiting sentencing in March.