All four had gunshot wounds, police said. A handgun was recovered at the scene.
Watson, 49, began his career with the New York Police Department in 2000 before joining the force in Bronxville, a village in Westchester County, seven years later, according to a department biography. He was promoted to sergeant in 2016.
In a statement, Bronxville Police Chief Christopher Satriale said the killings left the department with “profoundly broken hearts at the senseless loss of innocent lives”.
“Our hearts go out to Sergeant Morgan’s extended family,” he said. “Our thoughts and prayers are also with his Bronxville Police Department family.”