The bodies of Kevin Wayne Sharp (41), Amy Marie Sharp (38) and their children Sterling Wayne Sharp (12) and Adrianna Marie Sharp (seven) were found on Friday in Tao Residences, Xinhua news agency reported.
The bodies of the couple were in the bedroom and the children in front of the television.
The police acted following the US embassy's report that the family was missing.
Relatives contacted authorities in Creston, Iowa, after they lost touch with the family on vacation between March 14 and 21.
Authorities said there were no signs of violence and the victims showed no visible injuries, though the corpses were already decomposing.
"During the inspection, (the authorities) found no trace of violence on the bodies or in the room," authorities said.