York Regional Police Const. Blair McQuillan said someone inside the home in East Gwillimbury, Ont., called 911 to report a fire around 5:30 a.m.
McQuillan said police and firefighters were unable to get three males and a female out of a second-floor bedroom, where they died.
Police identified them as Kevin Dunsmuir, his wife Jennifer and their two sons Cameron and Robert.
A man who lives nearby and gave only his first name as George said the couple lived in the home with their two teenage sons, and had another son off at university.
"It's pretty sad to hear a whole family perished like that, especially on Good Friday," he said, adding that his 16-year-old son was good friends with one of the couple's boys. "It's a pretty tight-knit community."
Ontario Fire Marshal spokesman Scott Evenden said the investigation into the deadly blaze has only just started and couldn't specify where in the home the fire broke out or if any smoke alarms were working.
East Gwillimbury Mayor Virginia Hackson, who personally knew the family, said the community is struggling to deal with the deaths.
"Our prayers and thoughts go to our community, to our firefighters and to the family that have had this loss today," she told reporters.
"It's a very sad day in our town. We're a close community and we'll work together to stay close, but it's a very difficult time at this point."
(The Canadian Press/680News)