The body of Connecticut woman Debra Denison was discovered alongside brothers Ashton, six months, and two-year-old Alton Perry late last night.
Earlier that day, the 47-year-old, from Preston had picked up the brothers from their daycare in Danielson.
Yesterday was Alton's second birthday and family members said they were waiting for him to arrive for his party, according to Eyewitness News 3.
Debra Denison is believed to have shot to death her two-year-old and six-month-old grandchildren before turning the gun on herself. Here she is pictured with Alton, who was found dead in the car alongside his little brother Ashton and his grandmother
Victims: Ashton (left) and Alton (right) Perry were found dead in a minivan at Lake of Isle in Preston, Connecticut yesterday. It was Alton's second birthday
In the Amber Alert, state police said Denison is 'bipolar and has medical conditions'.
Bipolar disorder (formerly known as manic depression) is a mental condition that causes mood swings between overactive, excited behaviour known as mania to deep depression.
There are often periods of stability between these highs and lows. However, some people also hallucinate or have delusions. It can also cause suicidal thoughts.
State police troopers and detectives were called in to aid in the investigation, and area police agencies were notified and given the descriptions of Denison and the children.
Brenda, the mother of the pair, posted: ''God has two beautiful angels helping him now'
Facebook pictures of the boys' parents Jeremy and Brenda Perry with Alton when he was much younger
The two boys and their grandmother were pronounced dead at the scene.
Mother Brenda Perry, married to father Jeremy since October 2010, posted 'God has two beautiful angels helping him now', after the Amber Alert was called off.
She today posted on Facebook: 'Thank you for the prayers. I ask for you to also pray for my brother and sister. They lost three people last night.
'My boys are in an amazing place, we got a few great angels watching over us. Love you Ashton and Alton.'
WaterfordPatch, quoting Connecticut State Police, reported that she shot and killed the children with a .38-caliber handgun before turning the gun on herself.
Officers also confirmed that Denison, picked up the baby and toddler and drove off with the children and the gun in a 2002 White Chrysler Town & Country minivan with a CT registration of 445-ZAZ.
State police spokesman Lt. J. Paul Vance told the New Haven Register: 'The car was found about 9.30pm.
'The woman and the two kids are both dead.'
Denison suffered from bipolar disorder and has a history of mental issues, according to family members gathered at the boys' parents home.
Denison left the family a note, but they did not reveal the contents. It is now in the hands of officers.
Connecticut State Police issued an Amber Alert when the family grew concerned. Officers were alerted to their bodies later in the evening
Investigation: Police cars blocked off Lake of Isles Road, where the car and bodies were found
Last night, state police blocked the entrance to Lake of Isles Road, and the Eastern District Major Crime Squad responded to the scene to investigate.
An autopsy will be performed by the Chief States medical examiner to determine the manner and cause of death today.
Denison is believed to have shot her two grandchildren with a .38 pistol. File picture
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