The bodies of the three were found late on Monday evening after concerned neighbours contacted the authorities, cantonal police in Vaud said in a statement.
Police are working on the theory the deaths were the result of a domestic dispute.
A police spokesperson said there was no indication at this stage that a firearm had been used. Investigations are now continuing.
Speaking about the deaths, the mayor of Apples, Marie Christine Gilliéron told the 20 Minutes news site that the news “had shaken everyone up, especially at the school which the son attended”.
According to 20 Minutes, the family had moved to Apples about a year ago. The man was a pharmaceuticals executive while his wife was a housewife, the site reported.