It happened in the community in the northeast of the province early Saturday morning.
The RCMP said the homeowner and three other people were able to escape from the burning building.
Two boys, ages 10 and nine, had been last seen in the home and were unaccounted for. The bodies of two children were found inside later.
A girl, approximately 10, who was the daughter of the homeowner, received burns to her body and was taken to hospital in Flin Flon, Man.
She has since been taken to Winnipeg for further treatment. The extent of her injuries was not immediately available.
An investigator from the Provincial Emergency Management and Fire Safety Office went to the scene on Sunday.
An autopsy has been ordered on the two bodies.
The cause of the fire remains under investigation.Suggest a correction