Homicide Squad detectives are investigating the circumstances surrounding the death of a woman and girl in Mill Park on Thursday night.

Emergency services were called to an address in Kellaway Crescent about 7.50pm after reports of a stabbing.

On arrival police located a 40-year-old man, 39-year-old woman and a six-year-old girl with critical injuries.

The woman died at the scene and the man was taken to hospital in a critical condition under police guard.

The girl was also taken to hospital in critical condition, but later died on Friday morning.

At this stage, detectives believe all parties are known to each other and the matter is being investigated by the Homicide Squad.

Anyone who witnessed the incident or with footage or further information is urged to contact Crime Stoppers on 1800 333 000 or submit a confidential report online at www.crimestoppersvic.com.au.