A fifth person, who survived and was taken to hospital for medical attention, told police that four unknown men ambushed them, according to police spokesperson Sibongile Soci.
Soci said the survivor was unable to describe the attackers and did not have any information that could assist the police in their investigation.
Soci said members of the community went to the Scenery Park community service centre to report the shooting.
She said upon arrival at the crime scene, police found the bodies of three men and a woman. There were gunshot wounds to their upper bodies.
Police are appealing to the public for information that can help them in the investigation.
Anyone who is able to assist can contact Scenery Park police on 043 745 6032, Warrant Officer Gcobani Maqhubela on 071 608 1475 or Crime Stop on 08600 10111. The My SAPS app can also be downloaded on any smartphone.
All information will be treated with confidence.