Mark Castillo, 41, called staff at the Baltimore Marriott Inner Harbor at Camden Yards on Sunday to say that he had just killed his two sons and one daughter, police said.
The bodies of Anthony, 6, Austin, 4, and Athena, 2, were discovered in a 10th-floor room. The causes of their deaths were not immediately known, but police said the children were neither shot nor stabbed.
"There is some evidence that something happened in the bathroom. What that is, I do not know," the Baltimore Sun cited Sterling Clifford, a police spokesman, as saying.
Castillo was taken to hospital with minor cuts that appeared to be self-inflicted, and is expected to be handed over to police as soon as he is released.
One of the hotel guests who was staying on the 10th floor, close to the room where the bodies were found, said he had been disturbed by 'screaming' and a loud male voice saying 'Get back here,' ABC-2 news said.
Local TV reported that Castillo had been in a custody dispute with his ex-wife.