A US Air Force veteran has murdered his wife and one of their 12-year-old triplet daughters before setting their home on fire and killing himself in a shocking double murder.

Bob Orsi, 51, killed his wife Charlene, 44, and one of the triplet daughters at their home in Wetumpka, Alabama, on Saturday at around 6pm.

The other two were both shot multiple times but survived and are in hospital and the couple's 13-year-old daughter escaped unharmed.

After opening fire on his family, Orsi set fire to their home and then killed himself. Court records show that Charlene filed for divorce nine days ago and had sole custody of their four daughters.

Charlene Orsi (front), 44, was murdered along with one of her 12-year-old triplet daughters. The other two triplets were shot multiple times and are recovering in hospital and her 13-year-old daughter (shown back left) was able to escape. Charlene filed for divorce nine days ago

Robert 'Bob' Orsi then set the family home on fire and turned the gun on himself. The 51-year-old is shown above in a 2009 picture taken at the Maxwell Air Base in Montgomery, Alabama, where he served as a Senior Master Sgt

It is not clear how long the couple had been living separately but the mother, who also worked as an elementary school teacher, cited irreconcilable differences when she filed for divorce on June 28.

Her estranged husband denied them.

The pair both served in the Air Force and they got married in Alaska in 1994, according to WSFA.

Orsi worked as a Senior Master Sgt at the Maxwell Air Base in Montgomery.

His military records were not immediately available on Sunday.

After shooting his wife and daughters, Orsi set their home on fire and then killed himself

Friends mourned Charlene and the triplet who died on social media on Sunday.

'She was taken from this world way too soon and even more heartbreaking so was one of my nieces,' Charlene's half-sister Annette Aurelio Smallwood said on Facebook.

'We may never understand the why but as hard as it is I have to put my faith in God.

'Please continue to pray for my three nieces, my Dad and stepmom as they move forward today.'

