The bodies of 27-year-old Rachel and 9-month-old Lillian were found on 22 January 2006 in the master bedroom of the family's rented home where they had been living for only ten days. Autopsy results showed that Rachel died of a gunshot wound to the head and Lillian of a gunshot wound to the torso. The bullet that passed through Lillian also pierced Rachel's left breast. The bullets were so small that the one in Rachel's head went undetected until the autopsy.

Hours after the deaths of his wife and daughter, Entwistle purchased a one-way ticket to London at about 5:00 a.m. (EST) on 21 January and boarded a British Airways flight that departed Boston at 8:15 a.m.

Entwistle's speedy departure from the scene of the deaths of his family was not the only reason he raised suspicion. Entwistle's DNA was found on the handle of the same .22 handgun owned by his father-in-law that he told authorities he had only used once, months earlier, while practising at Matterazzo's shooting club. DNA matching that of his wife was found on the gun's muzzle. A set of keys to Materazzo's house were found in the car Entwistle left at Boston's Logan airport.

A search of Entwistle's computer revealed that days before the murders, he had looked at a website that described "how to kill people", and searched for escort services. Contrary to outward appearances, Entwistle had been unemployed since September 2005 and was indebted at the time of the murders. Though he claimed an income of $10,000 per month from an "offshore account" set up by his previous employer in the U.K., he had no such income or account. He was also more than $30,000 in credit card debt, and was under investigation by eBay for numerous fraudulent transactions. Authorities suspected a financial motivation for the murders.