Nassau County sheriff Bill Leeper said the suspect, 57-year-old William Conway Broyles, was apprehended not far from the family home in north Florida on Wednesday.
Mr Leeper said he believed Mr Broyles shot his wife dead in the living room, while his 27-year-old daughter and 28-year-old son were shot dead in their bedrooms, not long after waking up.
The suspect allegedly called 911 shortly after the shooting, and was found unarmed lying on the ground outside his home, in the Spring Lake Estates neighborhood in Callahan.
Mr Broyles allegedly told deputies how “he shot each victim multiple times, just to make sure they didn’t suffer”, and that he was “too scared” to shot himself.
“When he was asked why he didn’t just shoot himself, he said he was too scared to do that”, Mr Lepper told News4Jax. “This case is just tragic. It just, it’s crazy. It just doesn’t make sense”.
Mr Broyles, according to the local news outlet, was booked into the Nassau County Jail and charged for second-degree murder on three counts. He had no history of domestic issues, and no motive has been determined so far.
According to the Hodges Boulevard Presbyterian Church in Jacksonville, Mr Broyles is a director of music and has worked at the church for 23 years.
He was described as being “happily married” with three children and “three crazy Corgi pups,” and a man who enjoys “all types of outdoor activities”.