A three-member family from the state, settled in Chennai, was found dead in a hotel room in this central Kerala district, police said on Thursday.
A man, his wife and their daughter were found hanging inside the room, they said.
Quoting the hotel staff, the police said the family had checked into the facility some days ago.
The family had earlier told the hotel staff that they would check out from the room the previous night.
As there was no response from them even after repeated attempts to call them, the hotel employees informed the police, who rushed to the spot and entered the room, breaking open its lock.
A police officer said prima facie, it was a case of suicide.
"As per the ID cards recovered from the room, they were settled in Chennai. But, we are yet to find out their native place in Kerala," he told PTI.
A purported suicide note, found near the bodies, said financial issues forced them to take the extreme step, sources said.