Authorities said they have no suspects in the shootings or Jennifer Short's disappearance, and they were going through records of people who had recently been in the family's home, which was for sale.
Evidence seemed to rule out the possibility that the parents died in a murder-suicide, investigators said.
Asked whether Jennifer could have had anything to do with the shootings, Henry County Sheriff F.H. Cassell said Friday: "I don't think there is any likelihood of that, of course anything is possible, but we certainly don't believe that."
"There's nothing right now to lead us in any particular direction," Cassell said. "We're interviewing associates of the father, neighbors, relatives, employees."
The bodies of Michael Short, 50, and Mary Short, 36, were found Thursday morning by a co-worker who dropped by the home 35 miles south of Roanoke, Franklin County Sheriff W. Quint Overton said.
Michael Short, a self-employed mobile home mover, was found on a couch in an enclosed carport; Mary Short was found in a bedroom. Both had been shot in the head. Jennifer was no where to be found.
Authorities issued an Amber Alert for Jennifer on Thursday, relaying information about the case to television and radio stations in the hope of finding her, and police officers searched the rolling hills behind the house. Family members who live in the immediate area didn't know anything about the girl's whereabouts, Sheriff's Capt. Kimmy Nester said.
"Nobody knows where this child is. That's not normal," he said.
The family lived in a red brick home surrounded by motels and gas stations on U.S. 220, a busy north-south highway. Traffic crept along the road late Thursday as police set up a command center.
Mary Short's brother-in-law, Thomas Lynch, stared in disbelief as a hearse carried away the bodies, crossing over the yellow tape circling the home.
"They were good people," he said. "I don't know what else to say."
The Shorts were a tight-knit family who enjoyed spending time together, neighbors and family members said. Jennifer helped her parents work in the yard. On Wednesday, she told the owner of the convenience store next door that she was excited about going back to school.
"She's a good kid," said Chris Young, another brother-in-law of Mary Short's and a Franklin County sheriff's deputy. "She had a dog and a cat and she loved them. I just wish I knew where she is."
The nearest neighbor, Ruby Emberson, 74, said she had no idea of anything wrong with the family.
"They were always outdoors together in the yard mowing the grass or whatever," she said. "They seemed as happy as could be."
Real estate agent Marlene Dalton said the Shorts asked her Aug. 5 to put their house up for sale.
"Mr. Short said business was just slow," she said. "He said, 'I've got a trailer of my own and we're going to move and live in that for a while."'