Blake, who was appearing at an event in Connecticut to promote this summer's New Haven Open, told reporters that his thoughts and prayers are with the family.
"I was up here in Connecticut and heard the news the same way like everyone else, and it's just really a sad situation and I hope the police and whoever is investigating the situation keep me in the loop, just like they're keeping everyone in the loop," Blake said.
Police said the man who rented the home, Darrin Campbell, shot his wife, Kimberly; 19-year-old son, Colin; and teenage daughter, Megan, each in the head with a.40-calibre handgun May 7 before setting the 6,000-square-foot house on fire and shooting himself in the head.
Investigators still don't know what led Campbell to kill his family.
The Hillsborough County Sheriff's Office said this week that investigators are conducting a financial audit on Campbell, as well as searching his computer histories and interviewing friends and family members.
Blake says his only contact with Darrin Campbell was "a few emails for the lease agreement." He said he never met any of the family face-to-face.
"It's a really sad situation. My heart and my prayers go out to the family that involved and I wish for the best," Blake said.