St Charles County Prosecuting Attorney Tim Lohmar said investigators did not know the motive for the shootings.
"We may never know," Lohmar said during a news conference.
"This one in particular was the worst example of a domestic violence case. Anytime you have a domestic violence case you worry about the safety of the victim, and this would be your worst nightmare."
St Charles is a city of about 70,000 residents on the Missouri River northwest of St Louis.
Officials said it's had of spate of deadly domestic violence incidents recently — with six deaths in the past eight days that Lohmar said are unrelated.
Officials said police received a call about a shooting at the house where Emery and the victims lived. Lohmar said officers later found three victims dead of gunshot wounds in one bedroom. They were Zoe Kasten, 8; her brother, Jonathan Kasten, 10; and their grandmother, Jane Moeckel, 61.
Officers found the fourth victim, a 39-year-old woman, in the home's master bedroom, suffering from gunshot wounds but still alive, Lohmar said. She was taken to an area hospital, where she died.
Authorities did not name the fourth victim but described her as the children's mother, the daughter of the older woman and Emery's girlfriend.
The initial call came to police came from inside the house, and Lohmar said investigators believe Moeckel made it.
"During that phone call, the operator could hear gunshots in the background," St Charles Police Lieutenant Tom Wilkison said.
Lohmar said Emery attempted to flee in his ute and was stopped by a police car. He and the officers exchanged shots, and he fled on foot.
Authorities described his attempt to steal another vehicle as a carjacking and said he stabbed its female driver seven times. They said her injuries were not life-threatening.
The area is wooded, and Lohmar said Emery was able to elude police in the dark. But when he sought shelter in the bathroom of the convenience store a few kilometres away, an employee contacted police, Lohmar said.
Each of the charges against Emery carries a possible penalty of 30 years to life in prison, Lohmar said, adding that more charges are possible and seeking the death penalty is an option under Missouri law.
"It's premature for us to make any sort of pronouncement about that right now, but I can tell you this thing looks and smells like a death penalty case," he said.
- AP
