Officers have closed part of 35th Avenue, near Lonsdale Drive, for the day as detectives investigate.
Police say officers went to the home on 35th Avenue to do a welfare check after a family member called, and found four bodies inside. Detectives did not reveal how or when the four victims were killed.
Crime scene investigators are expected to be at the scene throughout the day, and possibly through the night.
The suspect has been detained in San Francisco. Police say they don't believe these killings were random.
Neighbors in the area say this is the first time they've ever seen crime like this in the area.
"How could you be capable of that," neighbor Java Caldwell said. "What is your thought process to where if you're so angry with life why wouldn't you do something to yourself why take someone else's life."
Caldwell has been in the neighborhood for 30 years.
Sacramento Police were also present in San Francisco later Thursday. There, officers detained a woman at an apartment complex on Pierce Street and Golden Gate Avenue. It was not immediately clear what, if any, the woman's involvement was.
"It's horrifying. I understand that a suspect has been arrested. We don't know the identifies yet of the victims but certainly our heart goes out to the victims and their families and to the schools because this involved a couple of kids as well," Mayor Darrell Steinberg said. "And as a city we stand ready to embrace the families and the communities in any way we can to help. It's just horrible."
No other information was immediately available.