Los Angeles police were seeking a motive for the attacks at the house in Northridge, in the San Fernando Valley.
Lt. Terri Brinkmeyer said a 911 call led police to the large house around 4:30 a.m., where they found the bodies on a side yard of the property.
The dead were two women in their mid-20s, a man in his mid-30s and another man in his late-40s, Capt. William Hayes said at a news conference.
Investigators were questioning several people who were on the property at the time of the shooting, but no one has been detained or arrested. Hayes said no weapon was found at the scene.
Los Angeles City Councilman Mitchell Englander, who represents the area, said the house was split into several units for rent. He said at least a dozen people lived in the house, which contained several bedrooms, kitchenettes and mattresses on the floor.
"It appears from the nature of things that this was an unlicensed boarding facility," Englander said from the crime scene. He noted that one bedroom was only accessible through a window.
The house was on street lined with houses, schools and places of worship.
"This is a very safe neighborhood. This type of thing doesn't normally happen here," Englander said.