The incident occurred in Mirwah Gorchani town near Mirpurkhas city yesterday.
Twenty-six-year-old Tekamdas Meghwarin Bhemomal slaughtered his three daughters – Parwati (6), Rena (4) and one-year-old Aarti – by slitting their throats.
Bhemomal then committed suicide by slitting his wrist.
Police said items and evidence found at the crime scene suggested that Bhemomal had sacrificed his daughters to appease goddess Kali.
Before the incident, Bhemomal had a bath and met his mother and other relatives. He then went to a Kali temple on the first floor of his house.
Bhemomal's wife was out of the house at the time. When she returned, she found the bodies of her husband and daughters.
On hearing her screams, neighbours alerted the police.
The incident created panic in Mirwah Gorchani and hundreds of people gathered at the spot after news spread of the deaths.
Bhemomal's brother Moulchand told reporters that his sibling was a priest.