Just last month Katrina had taken to Facebook to complain about her ex, writing: 'My ex does not stop stalking me'.
One woman was located inside the family's home and five people - including a woman and all the children - were found in a "converted shed structure", Dawson confirmed.
"I will confirm all seven deceased suffered gunshot wounds", he said.
The Premier of Western Australia, Mark McGowan has tweeted about the incident, saying the events were "tragic and shocking".
Police, who were called to the small community of Osmington early on Friday morning, found the bodies of seven people at the scene. "The loss of any life is tragic, but four children and three adults-this is a significant tragedy". A friend of the family, who is in the same home-schooling network, said the children were on the Autism spectrum.
Cynda Miles lived at the property is also believed to have been killed. "While we've come to some preliminary conclusions, I'm satisfied on the briefing I've received from the homicide detectives as to the circumstances regarding that, but because we have some forensic and technical elements still underway, I'm not prepared to go any further than that".
The bodies of three adults and four children were found at a property in the village of Osmington along with two guns, Western Australia state police commissioner Chris Dawson said.
"I'm very confident as I stand here that the call and response that they made was exactly the same as what I would have done".
Katrina Cockman's four children were among the dead, and all four were autistic according to local reports.
Police have revealed three guns found at the rural West Australian property belonged to the grandfather.
Two officers from Margaret River arrived at the property about 6am.
He said the community had never seen anything like it.
The Augusta-Margaret River Shire is trying to pull the community together, offering professional support services at the Margaret River Community Centre on Tunbridge Street and encouraging people to leave flowers there as a tribute.
WA Premier Mark McGowan has offered his sympathies to the family of the victims, describing the incident as "appalling, very bad and terrible".
Cynda Miles, 58, and her family were said to have been active members of their tiny rural community of Osmington, which is about 20km from Margaret River, a popular tourist and wine-growing area.
The West Australian government would await the coroner's inquiry, he said.