Police in East Ayrshire say the bird of prey's death is suspicious and are appealing for information.
The remains of the adult female were found in moorland near Muirkirk on Tuesday.
Her two chicks were recovered and are being cared for by the Scottish SPCA.
Detective Inspector Graham Duncan said: "While at this time we cannot divulge how the bird was killed, we do believe it was the result of a criminal act and we need to establish why this has happened.
"What is the reason for it? Was it for sheer badness or amusement or perhaps something more sinister?
"We do not believe the bird was lying there for a long time so would appeal to anyone who was in the area - which is quite remote - on Tuesday June 17 or who can assist with our enquiries, to come forward."
Killing a wild bird is a criminal offence under the Wildlife and Countryside Act 1981 and is punishable by a fine of up to £10,000 and six months' imprisonment.
RSPB Scotland warned yesterday that more needs to be done to protect hen harriers during breeding season.
The charity said the population in Scotland is in trouble, with a 20% decline in numbers over a six-year period.
The harrier is a natural predator of the red grouse but the RSPB said techniques such as providing alternative food for them have been taken up by few sporting estates despite their proven effectiveness.
Chief Superintendent Mike Flynn, from the Scottish SPCA, said: "Hen harriers are rare and it is very concerning that someone has killed such a magnificent bird of prey. We can be thankful the two chicks were still alive as they would have died had they not been rescued.
"We are working closely with Police Scotland and would encourage anyone with information to call the Scottish SPCA animal helpline on 03000 999 999 or Police Scotland on 101."
A reward was offered for information on the deaths of more than 20 birds of prey in Northern Scotland earlier this year.
A total of 16 red kites and six buzzards were found in Ross-shire, with tests revealing the majority had been poisoned.