Gordon County Sheriff's spokesman Clent Harris said a murder warrant had been issued for Jerry William Jones, the father of two of the missing girls and former stepfather of the other. Among the dead was a 10-month-old baby and two women, said Georgia Bureau of Investigation spokesman John Bankhead.
Authorities believe that Jones, 31, has the girls, and that the children are in danger.
Brittany Phelps, 10, Brandy Jones, 4, and Tammy Jones, 3, were last seen Wednesday at a home in Ranger, 55 miles north of Atlanta.
Authorities issued an Amber Alert — called a Levi's Call in Georgia — early Thursday, notifying the media and flashing the license plate number and description of the sport utility vehicle the girls are believed to be in on highway signs.
Williams is believed to be driving a red 1991 Ford Explorer with Georgia license 730 YFV.
Investigators were at the scenes of the deaths Thursday. The four were killed Wednesday between 11 a.m. and 2 p.m., Vicki Metz, Georgia Bureau of Investigation spokeswoman. The bodies were found Thursday morning, said Gordon County Sheriff Jerry Davis.
The killer was "very methodical," said Bankhead.
Jones had been in the county jail before, Davis said. The previous offenses were mostly minor traffic charges.
"We've had him in our jail and we're fixin' to put him back in our jail. We're gonna put him back on the chain gang he was on," Davis said.