Police found the girls dead in their mother's River Falls house on Tuesday.
Aaron Schaffhausen, 34, has been arrested in connection with the deaths. Formal charges are pending.
Police said at a news conference Wednesday that Schaffhausen and his wife were divorced and he lives in Minot, North Dakota.
They said he contacted his ex-wife Tuesday and asked for an unplanned visit with the girls. The mother gave her permission, Schaffhausen showed up at the home and the girls' baby sitter left.
Police say the father later called his ex-wife and told her he had harmed the children.
THIS IS A BREAKING NEWS UPDATE. Check back soon for further information. AP's earlier story is below.
A Wisconsin father was under arrest Wednesday after police found his three young daughters dead in a house officers said smelled of gas.
Aaron Schaffhausen turned himself in to River Falls police late Tuesday afternoon and was being held on suspicion of first degree intentional homicide, city administrator Scot Simpson said Wednesday. The district attorney has yet to file formal charges, Simpson said.
Officers discovered the bodies of 11-year-old Amara Schaffhausen, 8-year-old Sophie Schaffhausen and 5-year-old Cecilia Schaffhausen on Tuesday after their mother called the city police, Simpson said. Jessica Schaffhausen said she had received a phone call from her ex-husband that made her concerned for the safety of their children, he said. Court records show that Aaron and Jessica Shaffhausen divorced last year.
Police said they could smell gas when they arrived at the house, but Simpson provided no details about how the children died or what their mother told police.
Greg Lee, director of operations for St. Croix Valley Natural Gas, said his company handles gas service to the area. He said company officials were in contact with police and firefighters but were told they weren't needed. The company has no reports of any gas leaks or anything else out of the ordinary in the area, Lee said.
"We don't know if it was gasoline or natural gas," Lee said. "We know nothing."
A message left at the River Falls Fire Department seeking details on the smell wasn't immediately returned.
The house stands in a newer subdivision on the east side of River Falls, a city of 15,000 about 30 miles east of Minneapolis-St. Paul. No one else was in the house when the girls' bodies were found, and it was not immediately clear who lived at the property. On Wednesday morning, police had blocked off the streets surrounding the house with tape and barricades.
Neighbor Heather Johnson said the girls played with her 8-year-old son, Blake Patrow. They rode bikes and skateboards and played at a neighborhood park. Blake also was in Sophie's elementary school class.
Blake loved playing with Amara, because she was more of a tomboy and loved to skateboard and play soccer, Johnson said.
But Sophie was always around too, Johnson said, and apparently had a "little crush" on her son. Johnson said last summer, when the girls were away at their grandparents' house, Sophie wrote Blake a letter saying she missed him.
Sophie also participated in martial arts and Girl Scouts, Johnson said.
She said Blake seems to be doing OK, but has been clingy and doesn't want to sleep alone after learning his friends are gone.
"He doesn't like that he's not going to see his friends anymore," she said.
Theresa DeRusha, another neighbor, has two boys, ages 1 and 4. She was headed to the library with them on Wednesday, saying she had to get them out of the house because she had run out of excuses about why the neighborhood was so busy.
"This is tragic and we all wish that it somehow could have been prevented," she said, sadly. "My heart goes out to the mom."
Julie Matzke said her 7-year-old daughter was in Girl Scouts with Sophie. She has created a Facebook page to honor the girls and was planning a Wednesday evening vigil at a local park.