National Police Commissioner Bheki Cele says he is extremely worried about police suicides.

On Saturday, inspector Anneke van Niekerk shot and killed her four-month-old daughter and 12-year-old son and then committed suicide.

"She was at the Pretoria Criminal Records Division and she stayed alone with her two children," said Inspector Wanda Olivier.

Olivier said Captain Annake van Niekerk's body was found at 1pm by her ex-husband who came to the house in The Reeds to fetch his son.

Cele's spokesperson Nonkululeko Mbatha said the commissioner was shocked.

"Issues of suicide and homicide are one of the issues that are being looked at by the SAPS. This particular officer needed help," said Mbatha.