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Officers responded to the 3200 block of 78th Street East and entered the residence, where they discovered the three bodies.
Police established a large law-enforcement presence around the property while investigators began examining the scene.
Authorities said there was no active or known continuing threat to the public.
A welfare check generally begins when a relative, neighbor, employer or another concerned person cannot reach someone and believes that person may need assistance.
Police have not publicly identified who requested the check, how long the occupants had been unreachable or what circumstances caused concern.
Authorities also have not said whether all three people lived at the residence or how they were related to one another.
Those questions are likely to be addressed after investigators notify relatives and complete preliminary examinations of the scene.
The Minnesota Bureau of Criminal Apprehension is assisting the Inver Grove Heights Police Department.
BCA involvement can provide additional crime-scene, forensic and investigative resources. Its presence does not, by itself, establish that the deaths were homicides.
Investigators must consider multiple possible explanations when several people are found dead inside a residence. Those possibilities can include violence, environmental exposure, carbon-monoxide poisoning, drug toxicity, medical causes or another shared circumstance.
Police had not announced a suspected cause when the discovery was reported.
The medical examiner will identify the deceased and determine the cause and manner of each death.
Cause refers to the injury, disease or condition that produced death. Manner generally classifies a death as natural, accidental, suicide, homicide or undetermined.
Those determinations may require autopsies, toxicology testing and examination of evidence collected from the residence.
Toxicology results can take weeks or longer. Authorities may therefore be unable to provide immediate final answers even after the identities are released.
Police said there was no threat to the public. That statement is intended to reassure nearby residents that officers do not believe an unidentified person is presenting an immediate danger in the neighborhood.
It does not reveal whether investigators suspect criminal activity, know how the deaths occurred or have identified everyone involved.
Until additional facts are released, the deaths should not be described as homicides, a murder-suicide or an accident.
Anyone with relevant information should contact the Inver Grove Heights Police Department at 651-450-2530.
Investigators may be interested in recent contact with the deceased, activity observed around the home or information about vehicles and visitors.
MinneapoliMedia will update this report when authorities release the identities, medical findings or additional investigative information.

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