The house of Slade Road in the Town of Ridgeway started around 11:45 Wednesday night.
Six people were inside the home at the time of the fire - two grandparents, a mother and three children.
Anna Monagan, 56, April Hausler, 31, James Hausler, 10, and Dawn Hausler, 7, were all killed.
Two people were able to make it out. They are James Monagan, 57, and Donald Monagan, 14. James Monaghan was taken to the Erie County Medical Center for treatment. Donald Monagan was not hurt.
It's believed the fire started in the rear of the house, but the cause of the fire is under investigaiton.
Several fire companies responded to the fire, as did the American Red Cross. The father, who is a trucker, was out of town at the time of the fire.