Taxi driver Jatuporn Muang-suwan, 46, was wanted in connection with the murders of 40-year-old Kanjana Jan-ob, her daughter Kanokwan and his own son Kotchakorn.

Police are investigating links to Jatuporn in the death of another woman.

A diary found by police and purporting to be written by Jatuporn states he wanted to kill several people.

Entries in the diary detail how he had been hurt by others and ignored.

Police were seeking Jatuporn in connection with the killings of Kanjana and her daughter, believed to be between 11 years and 13 years. They were found dead in Nonthaburi on Sunday. The girl was naked and police are conducting tests for a possible sexual assault.

They believe Jatuporn killed them in a jealous rage after Kanjana ended a relationship with him.

Police said Kanjana wanted out of the relationship because of Jatuporn's violent nature and temper.

The couple met while living at a Nonthaburi housing estate. Both were divorced.

Police allege after killing the mother and daughter he returned home and killed his 15-year-old son before taking his own life.

Police released a passage from the diary. It read, "It's torture to commit suicide. But it's much more painful to kill others. My son tried to persuade me to run away … I couldn't let him live on otherwise he would have been in trouble. He was not normal. He needed to see doctors regularly but I would have not been able to take him to the doctor."

It goes on to say son Kotchakorn's last words were "Don't do this to me. Dad, I love you".

Jatuporn's elder sister Wanpen Promto, 48, said she recently overheard her brother asking Kotchakorn if he would be able to cope if his father was dead. "I heard my nephew say 'no' and my brother fell silent," Wanpen said.

Kotchakorn had difficulty concentrating and lived with his father only periodically, Wanpen explained.

Nonthaburi's Tambon Bang Sri Muang police deputy superintendent Lt Colonel Nopparuj Thanyasiri went to Samut Sakhon after being informed of the apparent suicide.

"I believe the suspect killed himself to avoid being prosecuted," Nopparuj said.

Phra Khanong police in Bangkok are looking for links between Jatuporn and Jitsupa Kerdthin, or Mam. She was found dead on Sunday. A diary entry named a woman called Mam as another Jatuporn wanted to kill.

Her address and name raised the question of a relationship with Jatuporn. Her brother was unable to help police.