Australian father, two children found dead in Bali

They have been identified in multiple media reports as Western Australian man Damien John Shaw, 56, his six-year-old daughter and four-year-old son.

WA Premier Roger Cook said the incident was horrific, stressing investigations were ongoing. 

"This is a very sad, sad situation and our hearts go out to everyone involved," he told reporters on Monday.

"We hope that we can get to the bottom of what's gone on here as soon as possible."

The Department of Foreign Affairs and Trade said it was providing assistance to the family. 

"We send our deepest condolences to the family at this difficult time," a DFAT spokesperson told AAP. 

"Owing to our privacy obligations we are unable to provide further comment."

Lifeline 13 11 14

beyondblue 1300 22 4636