The shooting, in Long Branch, is thought to be a domestic incident which occurred this morning just after 2am local time.
Just minutes after wishing their followers a Happy New Year, Monmouth County Prosecutor's Office, announced that an homicide investigation into the incident was now ongoing.
They said in a statement on Twitter: "MCPO running an ongoing homicide investigation with 4 dead in Long Branch. No threat to the public as it is believed to be an isolated domestic incident. More to follow stay tuned."