The bodies of two young children have been recovered from a Minnesota lake, with searchers still looking for a third they fear may have been intentionally drowned.

Meanwhile, the father of the children died at a different location hours earlier, and their mother is missing.

Their names have not been released.

The chain of events began on Friday morning when the father was found dead at a mobile home park in the town of Maplewood, near Minneapolis.

Police determined that the woman had left with the children and a search began.

Police set up a perimeter at Vadnais LakePolice set up a perimeter at Vadnais Lake (Alex Kormann/Star Tribune/AP)

Maplewood Police Lt Joe Steiner said the woman’s car was found near Vadnais Lake at around 4pm on Friday.

The shoes of the children were found on the shore.

A search of the lake found one child’s body on Friday evening.

A second body was found overnight.

Searchers from several organisations were busy on Saturday looking for the third, as well as the mother.

Authorities believe all three children were under the age of five.

“There’s nothing more tragic than the loss of young children,” Ramsey County sheriff Bob Fletcher said at a press conference on Friday.

He called the deaths a “likely triple homicide”.