Officers were called to a house in Glendene yesterday following reports of shots being fired, and they found the bodies there.
A 27-year-old West Auckland man was taken into custody and is facing two charges of murder. He was due to appear in court this morning.
A gofundme page has been set up for the victims' family. It said the daughter's mother was returning from overseas after travelling there for her sister's funeral.
In a statement, Detective Inspector John Sutton said they were not seeking anyone else in relation to the deaths and it was believed those involved were known to each other.
People in the area would see an increased police presence until tomorrow, he said.
This incident follows a spate of gun-related violence in the Auckland region in recent months.
Henderson-Massey Local Board member Peter Chan said it was too easy to buy firearms, and it was time to get tough on guns.
"Some people say, well they do not want to control of the guns but I still think there should be restrictions, not just over the use of guns but also the applications for buying firearms."
Chan said when he arrived in New Zealand 25 years ago there was little crime and he was disheartened to see the rise in violence and crime this year with shootings and ram-raids.
He said the government needed to take urgent action.
