The girls were with their father, who's now in custody, Saginaw police said.
Police Lt. Tammy Luty said a tip led Shiawassee County authorities to a car where the girls were being held by the father midday Tuesday.
Luty says "the children are all safe and well."
Saginaw police found the body of 32-year-old Erica Olguin at her home Monday after she failed to pick up her 11-year-old son at school. Police issued a nationwide Amber Alert for her daughters, 3-year-old Victoria, 5-year-old Lilliana and 9-year-old Elena.
Police say the girls' 35-year-old father, Jose Olguin, drove the girls to Elkhart, Ind., on Monday.
Police had not issued a warrant for him but said they very much wanted to find him.
EDITOR'S NOTE: Anyone with possible leads is asked to call Saginaw police at (989) 737-3304