The man who died alongside his two children and sister-in-law called police and said he was "confused" just before their bodies were found.
Police were called to Allan Bedford Crescent in Queen's Hills at around 7.15am on Friday after a member of the public raised concerns for the welfare of people inside.
Officers forced entry into the property and found the bodies of Bartlomiej Kuczynski, 45, his two daughters Jasmin, 12, Natasha, nine, and their maternal aunt Kanticha Sukpengpanao, 36.
READ MORE: Everything we know so far about the Costessey deaths
called 999 shortly before 6am but Norfolk Constabulary did not send officers to the address until a second call was made an hour later by a dog walker.
Mr KuczynskiThe Independent Office of Police Conduct (IOPC), which has started an investigation into Norfolk Constabulary in connection with its handling of the incident, said: "During that call the man expressed concerns for his own mental state saying he was confused.
"He was advised to seek medical advice and police did not attend.
"At around 7am the force received a call from a dog walker concerned for the welfare of those within the home.
"Officers attended shortly after and, tragically, found the man, a woman and two children dead."
Post-mortem examinations were carried out on Mr Kuczynski and Ms Sukpengpanao on Sunday.
Mr Kuczynski died as a result of a single stab wound to the neck while Ms Sukpengpanao died from stab wounds to the neck.
Post-mortem examinations on the two young girls will be carried out on Wednesday.
The IOPC is also investigating police contact at the address on December 14 in connection withNeighbours said Mr Kuczynski had been reported missing and that police had used a drone to search the area with the father later found safe.
It is understood that officers took him to the Norfolk and Norwich University Hospital for assessment but that he left the Colney site unescorted before this could be carried out.
Neighbours said the 45-year-old had been struggling with mental ill health for several months, for which he had been asking for help.
However, it is not clear whether he had any engagement with mental health services before he went missing in December.
The IOPC's regional director, Charmaine Arbouin, added: "Following a mandatory referral from the force we have decided to investigate and will be examining if the force’s handling of the contact they had with the man was appropriate and in line with force policy, training and procedures.
"We will be making contact with the families of the deceased to explain our role.
"Our sympathies are with the families and friends of the deceased and all those affected by this incident."
also asked for a full independent review of the force’s control room in relation to the 999 call made by Mr Kuczynski.
Norfolk’s chief constable, Paul Sanford, hasHe said he had listened to the call but could not comment on it as the IOPC is investigating all the circumstances around the handling of the tragedy.
He has asked His Majesty’s Inspectorate of Constabulary, which is due to carry out a routine inspection of the force next month, to extend the remit to carry out a "broader and deeper" investigation of the control room.
Comments: Our rules
We want our comments to be a lively and valuable part of our community - a place where readers can debate and engage with the most important local issues. The ability to comment on our stories is a privilege, not a right, however, and that privilege may be withdrawn if it is abused or misused.
Please report any comments that break our rules.
Read the rules here