Around midnight on Sunday police found a couple aged 62 and 46 shot and killed in the bedroom at Tweevley Guest Farm, police spokesperson Mmako Mophiring said.
Another couple was also allegedly attacked.
"A man was allegedly stabbed with a spade fork in the chest whilst his wife was shot in the arm and also stabbed with the same spade fork in the face."
Mophiring said the wife fled the scene with her children, who were unharmed, in the couple's car.
The husband was later taken to a nearby hospital.
No arrests have yet been made.
The cause of the attacks was unclear.