The deceased were named locally as John Cook, 90, his wife Audrey, 86, and their 46-year-old daughter Maureen.
Firefighters were forced to break into their static caravan at Tremarle Home Park, North Roskear, Cornwall, after a helper became concerned for their welfare.
News of the tragedy has rocked the residential park community, where many elderly couples live.
Neighbour Sue Issac, 58, said: "Everyone here is in total shock. You never think that something like this would happen on your own doorstep.
"John, Audrey and Maureen were lovely people."
The alarm was raised at around 1pm yesterday after the family failed to respond to knocks on the door from the couple's helper.
It is believed the family may have been using a heater to keep warm as the region experienced freezing conditions overnight into the weekend.
A spokesman for Cornwall Fire and Rescue Service confirmed carbon monoxide poisoning was believed to have caused the deaths.