Police are assuming the woman killed her son and daughter by slitting their throats before hanging herself in the flat near Choto Diabarhi Water Pump on Tuesday.
Darussalam police Inspector Farukul Islam said they were trying to get the details of what happened.
"The woman's name is Anika. The children are Abdullah and Shamima," said Mamunur Rashid, Dhaka Metropolitan Police’s Assistant Commissioner for Mirpur Zone.
Shamima is 5 years old and Abdullah 3. Anika, whose body was found hanging from a ceiling fan, is 20.
"He is at the Awami League’s rally at Suhrawardy Udyan. We'll find out more when he gets back."
The three bodies have been sent to Dhaka Medical College Hospital.
Shamim hails from Gopalganj and Anika comes from Naogaon's Mahadebpur.
"Anika doesn't have her father. We've informed her mother," said Inspector Farukul.
Police wrapped evidence collected from the scene in a bed sheet from the house, he said. But Inspector Farukul refused to say what those were.