A maid on cleaning duties at a hotel in the town of Passau, in Bavaria near the Austrian border, found the bodies and two crossbows in the room on Saturday (local time).
The police spokesman Stefan Gaisbauer said there were no indications that anyone other than those found dead had been involved, but it was not yet clear what had happened.
Police then searched the home of the 30-year-old female victim in north Germany, where two more bodies were found. There is as yet no information about their... The older man and woman lived in the Southern German state of Rhineland-Palatinate, while the younger woman had a residence in Wittingen in Northern Germany.
Early on Saturday morning, the maid found the man and one of the women hand-in-hand on the bed with arrows in their heads and chests, while the third woman lay on the floor with an arrow in her chest, Passauer Neue Presse said.
Some German media reported that the trio had booked to stay for three nights, without breakfast, and had already been there for two days when they were discovered.
"There is now no indication of the possible participation of other persons" Passau police wrote in a statement released on Monday.
"Further details and identities of the two women are still unknown - possible connections to the dead found in Passau are now the subject of investigations", added police in a statement.
DPA reported that prosecutors have ordered an autopsy. Police and forensics teams are now at the scene, he added, and further details will be released in the coming days after autopsies have taken place.