Channahon police found the bodies of a woman, 35, two girls, 12 an 11, and a boy, 8, around 5:25 a.m. in the 2004 Ford Expedition, parked on service road near Interstate 55, after receiving a 911 call from a passerby, authorities said.
The man, who had a gunshot wound to the thigh, stood with the caller until police arrived, Illinois State Police Capt. Carl Dobrich said. A handgun was found at the scene, he said.
A source claimed the man told two different stories about how the deaths happened, in an effort to shift the blame, reports CBS 2 Chicago.
Authorities were withholding the victims' names until they notified next of kin.
The man was taken to Provena St. Joseph Medical Center in Joliet, where he was treated and released into police custody, hospital spokeswoman Allie Rios said.
Dobrich said they were questioning the man, but he was not under arrest. He did say police believed nobody else was involved, and that those involved were related.
"We're just talking to him now ... to get an understanding of what unfolded there this morning and when we have a better picture, we'll take it to the next step," Dobrich said.
Police in Channahon, about 40 miles southwest of Chicago in Will County, found the SUV on a service road to a cell phone tower just west of Interstate 55 and east of the Heritage Bluffs golf course.
A woman who lives near where the bodies were found said she heard several loud cracking sounds — which she now believes were gunshots — shortly before 10 p.m. Wednesday and again about five minutes later.
"I was in bed and I thought it was in my backyard it was so loud," said Debra Walick, who lives less than half a mile from where the bodies were found.
After the second sound, Walick said she got up to investigate, but later returned to bed. Thursday morning she saw police in the area.
"I am still a little shaken," Walick said. "I wish I had reacted differently. I don't think I could have prevented what happened. But perhaps they would have been found earlier."
Another nearby resident said she and her husband did not hear any unusual sounds Wednesday night, but said she, too, was unsettled by the killings.
"A lot of nights we go to bed at night without our door locked," said 70-year-old Nancy Maas. "I bet we won't do that again."
A police chaplain and counselors were available for police who responded, Dobrich told reporters Thursday. Dobrich declined to provide details but suggested the scene was deeply disturbing.
"To be blunt, I have kids at home that age," he said. "And it affected people there immensely. It was a very sad scene."
This is likely the fourth domestic homicide case in the greater Chicago area in the past week, CBS 2 Chicago reports.