They found the bodies in a car down a lane a mile from the semi-detached house at Beddau, near Pontypridd, South Wales, where Julian Philpot, 29, and his wife Melanie Enticott had lived. He had attached a hose pipe to the car exhaust.
Mr Philpot had told her on the phone: "You have five minutes to get here - otherwise you will find us all dead." He then bundled Daniel, aged seven, and Jordan, four, into his Ford Escort.
Police launched a search for the three on Monday afternoon after fire crews put out the fire and found the home deserted. Philpot had spent his first weekend of access to the boys since the couple went through proceedings. They had been living with their mother since she left home six months ago.
Philpot was described as "terrified" of losing contact with his sons. The court had given him access at weekends, but he was unhappy and wanted it extended because of the school holidays. He failed to return them on Monday, as agreed.