CHICAGO (CBS) — A police death investigation was under way Thursday afternoon after 6-month-old twins were found dead at a home in the Little Village neighborhood.

Police said the twins were found dead inside a residence of the 4100 block of West 25th Street around 9:30 a.m. The babies were pronounced dead at the scene and autopsies were scheduled for Friday.

Josue Romero, the twins’ father, says he came home Thursday to a horrific scene, with his wife informing him the children — a boy, Julian, and a girl, Giselle — had died and could not be revived.

“I checked the babies, they were blue already, there was nothing I can do,” an emotional Romero told reporters.

He had left home to drop his other four children off at school, he said. Romero said the babies had been sleeping on their bellies earlier.

“I know it was an accident. It wasn’t something we did purposely or something,” Romero said.

The state’s Department of Children and Family Services has investigated the family in the past year and launched a new investigation Thursday, a spokesman said. The agency took the four surviving children into state custody.

Watch & Listen LIVE