Police found their bodies on Friday, after a family friend became worried and alerted the authorities.
A suicide note was found at the scene, written in Romanian by the head of the family.
“At 52, I failed at everything. I hope this last gesture will succeed. I don’t want to leave my family. I will try to take them with me if I can,” he said in the note.
The man has lived in Switzerland for 30 years. He had a wife, 47, and two sons, aged 16 and 19, respectively.
They were all found shot in the head.