A BRAZILIAN teenager is suspected of killing his police officer parents, his grandmother and his great aunt, and then, after a full day at school, killing himself, police say.

The five bodies were found before dawn on Tuesday inside two houses located on the same property in northern Sao Paulo, they said.

The incident is believed to have begun a full day earlier.

In the early hours of Monday, the mother's car was captured on security footage, parked near the high school of the teenager, 13-year-old Marcelo, some 5km from their home.

Five hours later, the footage showed a person carrying a backpack - believed to be Marcelo - heading for the school.

The teenager attended classes at his private school, then was driven back home by a classmate's father, who he asked not to ring the bell so as not to wake up his father.

The bodies were discovered later that night. Marcelo died from a shot to the left temple, his father's police-issue service revolver found nearby, Sao Paulo police commander Benedito Roberto Meira said.

A second gun, a .32 calibre revolver, was found inside the backpack the teenager had brought to school, Meira added, saying "there was no sign that someone broke into the house."

The police commander ruled out "an act of revenge by a criminal group" against the teenager's father and mother.