The suspects, aged 15 and 16, had not been formally charged as at the evening of July 12, and police investigators declined to discuss a possible motive for the shootings, The New York Times reported.
The attacks occurred at three locations in East St Louis. The authorities said they believed at least one of the suspects was related to the slain family members.
“These alleged aspects of horrific violence, taking this number of lives here in this community – it’s terrible, it’s evil, but it will not keep this city down,” Brendan Kelly, director of the Illinois State Police, said at the news conference.
East St Louis has long struggled with violent crime, but Kelly said law enforcement officers had been working for years to reduce the city’s crime rates.
Kelly said the suspects were arrested in the morning of July 12 after dispatchers received a call “related to investigating human remains”.
The police identified the people killed as Cherie L. May, 49; Devin D. May, 24; Patricia A. May, 74; Quentin L. Thompson, 21; and Shania W. Thompson, 25.
Officials did not say when the victims were killed or how they were related to one another or to the suspects.