The police, who later found two more bodies, said at least four of all five victims -- two men and three women -- were members of the same family. They are all Asians and all of them live inside the home.
Police said they believe it was a murder-suicide case and no suspect was at large.
According to the San Francisco Chronicle, the house is owned by software engineer Yingxue Lei and her colleagues said she did not call in on Friday.
Meanwhile, Lena Huang of San Diego told the newspaper that five members of her extended family live in the home. All of them had immigrated from China and no one is answering their phones on Friday.
San Francisco mayor Ed Lee on Friday issued a statement offering the city's condolences.
"This is a terrible tragedy," Lee said. "As the San Francisco Police Department thoroughly investigates this incident, I extend, on behalf of the city, our support and sympathy to all family members and friends of the victims involved in this crime."