He visited the scene on Chandos Crescent in Killamarsh today to leave floral tributes to his son and daughter, whose names and ages have not been confirmed, their mother and a schoolfriend of the girl.
He stayed at the scene for more than half an hour, clearly distraught and being comforted by a friend or relative.
Asked about his feelings as left, he said: “Heartbroken; million pieces; shattered.”
Derbyshire Police said they were called to the house at around 7.25am on Sunday and found the bodies of four people. A murder inquiry has been launched, and one man is in custody.
The three children attended Oakwood Academy City, and the school confirmed that it is closed today as a mark of respect.
Becky Poole, from Killamarsh, who was also laying flowers said: “I’m just absolutely heartbroken. I am a swimming teacher and I knew the kids.
“Derbyshire Police need to do more. I know this is probably an isolated incident, but there’s too many.”
Ms Poole said she has been campaigning against violence against women following other incidents in north Derbyshire.
She said: “Three children there. What can I say? It shouldn’t happen. I know nobody knows the full story but what can we do? Something needs to be done about violence.
“We’ve had stabbings, we’ve had shootings and now we’ve had another murder.”
Asked if this was unusual in Killamarsh, Ms Poole said: “It’s not but it’s becoming more and more within the area.
“Killamarsh used to be a really nice village. You could walk around. Now people are scared to go out.”
She said: “I’ve just been down to Aldi there’s people buying flowers and talking about it.
“It’s Monday morning. Those kids should be going to school but they’re not.”
One man living close by said: “I’m shocked. I think people will be devastated.”
The man, who has lived in his home in the area for just over a year, said he believed the family who live in the house at the centre of the investigation had been there for five or six months.
He said the children used to play in the front garden, near his home.
The man said he was alerted by police arrived on Sunday morning and thought: “God, what’s happened here?”
Derbyshire Police said they were called to the house at around 7.25am on Sunday and have arrested a a man who remains in custody. Close family of the victims have been informed and are being supported by specially trained officers, but the ages of the victims have not been given.
Police are treating the incident as isolated and are not seeking anyone else in connection with it.