Investigators found a vehicle on the roof of the garage linked to the three victims, according to Rollins.
"This entire family in a matter of minutes, aside from the father who survives them, is gone", she said.
"On Christmas and in the holiday season, when many people are celebrating, it can be a challenging and hard time, but I feel it imperative that we let people know that there is help", Rollins said.
"This is a terrible tragedy for this family on this Christmas Day", Boston Mayor Marty Walsh said on Twitter Wednesday. They were later pronounced dead at a nearby hospital.
She urged anyone who feels under stress, for whatever reason, to reach out and get help.
Asked by WBUR radio in an interview if the case could be ruled a suicide, Rollins said, "All things are indicating as such".
"It's really a devastating loss for all of us, " she said.
The investigation will be headed by the district attorney, who will receive assistance from Boston Police, Boston Transit Police and Northeastern University Police.
"Today is a tragedy", said Boston Police Commissioner William Gross, during an afternoon news conference.
"We want everyone to know, this collaborative here will do everything in our powers to find out everything we can about this death investigation", Gross said. The area surrounding the garage was blocked off by police tape, and personal belongings could be seen scattered on the sidewalk outside.
Northeastern officials said that earlier this year, the school put additional security staff in place to patrol three multi-level parking facilities on its Boston campus, including the Renaissance Park garage. She believed the couple was living together.
The identity, age and relationships of the three victims has not been released.
Video from SKY7 HD showed detectives combing through a black SUV that was parked across two spaces near a wall that runs along the edge of the garage.