Martial arts instructor Lion Yoo has been arrested in connection with the deaths of three people in Sydney yesterday.

No charges have yet been laid.

The three people found dead have been identified as mother and father Min and Stephen Cho, and their seven-year-old son, Benjamin.

Martial arts instructor Lion Yoo has been arrested in connection with the deaths of three people. (Supplied)

NSW Police Detective Superintendent Danny Doherty said the deaths were “cataclysmic” and “tragic”.

“This was a loving family,” he said.

At about 11.50pm on Monday night, a 49-year-old man, understood to be Yoo, arrived at Westmead Hospital, with apparent slash wounds to his torso and arms.

He claimed he had been attacked at a carpark outside a Church Street supermarket in North Parramatta.

Just before 10.30am yesterday, police carried out a welfare check at a Baulkham Hills address and found the body of a 39-year-old man, understood to be Stephen Cho.

Stephen and Min Cho were both found dead in Sydney. (9News)

Two hours later, at about 12.30pm, police called to Lion’s Taekwondo Martial Arts Academy in North Parramatta found the bodies of Mr Cho’s wife Min, 41, and their seven-year-old son Benjamin.

Yoo, under police guard in hospital, was arrested at about 11.20pm overnight.

Doherty said police expected to charge Yoo with murder.

He confirmed the slain boy had attended the martial arts studio as a student of the accused murderer.

Mrs Cho and Benjamin are believed to have been killed inside a Parramatta martial arts studio. (Nine)

Doherty said police will allege Yoo killed Mrs Cho and Benjamin inside the studio on Monday, and that at some point after 6.30pm that day, Yoo travelled to the Chos’ Baulkham Hills address where a confrontation with Mr Cho led to the third alleged murder.

Mr Cho suffered fatal stab wounds, while Mrs Cho and Benjamin were fatally assaulted, Doherty said.

Yoo then travelled to Westmead Hospital, police believe. He is thought to have been driving a white BMW.

Doherty said it was still very early in the investigation, but police did not believe anybody else was involved in the deaths.

Doherty said they hoped to lay charges later today.

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