Const. George Tudos said forensic officers were going through the Pejcinovski home collecting evidence and would probably be there for the rest of day on Wednesday.
Police have not said how the three victims died, but have noted that autopsies were expected Thursday or Friday.
Police also said Pejcinovski's oldest daughter, a 16-year-old, was not home at the time of the incident and has been reunited with her father.
Cory Fenn, who appeared to have a black eye and blood on his face, didn't have a lawyer with him.
Pejcinovski and her son were dead when officers arrived, while Venallia Pejcinovski was rushed to hospital with critical injuries and died later Wednesday, police said.
"I'm in shock. I can't believe it quite frankly", MacInnis said.
Investigators said police were called to the home shortly before noon on Wednesday after a woman stopped by to check on her friend.
Roy Pejcinovski was a star goaltender with the major bantam Don Mills Flyers and attended the private Crestwood School, where he also played hockey.
Before the death of the 13-year-old girl was confirmed, the 29-year-old Ajax man - who has not been named by police - was set to be charged with two counts of second degree murder and one of attempted murder.
Police identified the victims as Krassimira Pejcinovski, 39, her son Roy Pejcinovski, 15, and daughter Venallia Pejcinovski, 13, all of Ajax.
Roy Pejcinovski, who excelled at hockey, was a Grade 9 student at Crestwood Preparatory College in Toronto, said Vince Pagano, the school's headmaster.
"Roy was the kind of kid who brought joy too everyone he met". He is appearing in court Thursday morning. "It is like reading a terrible story that should have taken place thousands of miles away but happened in our own backyard". He never had anything bad to say, always bright - like an angel, really. Pagano told CTV that the school has been in touch with Pejcinovski's father by email and has offered to help pay for the cost of his funeral. There are plans to retire the number that Pejcinovski wore on the ice at that service.
"On behalf of the Don Mills Flyers Organization, our entire team, the players, their families and our coaches, we want to extend our deepest condolences to the family of Roy, Krissy, and Vanna Pejcinovski", the team said a statement.
He said that his focus right now is strictly on supporting the team "as they deal with this devastating loss".
A small pile of flowers and cards was seen outside the family's Ajax home Thursday afternoon.
"Our neighbourhood is a quiet neighbourhood", she said.
"I would stop talking to her for months because I didn't want him to hurt her, but she told me multiple times she left him, and then they would get back (together)". "He was always smiling, always so nice and no matter what he was always happy and he would try to make you feel better if you were sad".