The mother, named locally as Geraldine Newman, and her daughter and son were found on Tuesday in Allerton Bywater.
The body of a man, named in reports as Ms Newman's estranged partner Paul, was found on cliffs on Anglesey.
West Yorkshire Police said it believed the discoveries are linked.
The identities of the victims have not been confirmed by the force.
Det Ch Insp Warren Stevenson said: "Post-mortem examinations will take place today to establish the causes of the deaths of the victims who were found at a house in Beeston Way, Allerton Bywater, yesterday morning.
"We are also continuing to liaise with North Wales Police to confirm the identity of the man who was found dead on cliffs at South Stack, Anglesey."
The bodies of Ms Newman and her 11-year-old daughter and six-year-old son, named as Shannon and Shane, were found at their home in Beeston Way shortly before 12:00 GMT.
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Ms Newman, a branch manager for Wilko, was found downstairs while the two children were discovered upstairs.
However, Mr Stevenson said they had died in "suspicious circumstances" and a murder inquiry has been launched.
A spokesman for Wilko, where Ms Newman is said to have worked for 23 years, said she was a "loyal and enormously respected member of the team".
The retailer said: "This is tragic news and has devastated everyone who worked with Geraldine, as well as impacting team members across the company.
"Our heartfelt thoughts and condolences are with her family, friends and colleagues at this very difficult time and everything is being done to support those team members who are affected by this tragic news."
Police have not said if a vehicle was recovered from near to where the man's body was discovered.
South Stack is a rocky island, famous for its lighthouse and seabirds that roost in its 120ft (36m) high cliffs. It is about 160 miles from Allerton Bywater.
Police are continuing to investigate links between the deaths of a woman and her two children at a house near Leeds and the discovery of a man's body in north Wales.