Prosecutors in Indiana said that the two children found dead along with their mother drowned on Wednesday.
WAVE-TV in Louisville, Kent. reports that the mother's cause of death was not released.
During a press conference on Friday, Floyd County (Ind.) Prosecutor Keith Henderson said the bodies of Jamie Clutter, 35, and her two children were unclothed. Clutter was with her son, Brandon Clutter, 10, and 6-month-old daught Katelyn Clutter.
The bodies were found around 5:20 p.m. on Wednesday in a creek near a park.
Clutter and her family had recently moved to Indiana from Aberdeen, Wash.
The prosecutor also said a bible was found near the creek along with a harness to carry a baby.
Mike Clutter, Jamie's husband, is cooperating with the investigation.
According to Henderson, there is no reason to believe a suspect is on the loose posing a threat to the suspect.