UK police were searching on Wednesday for a suspect who may have a crossbow after the wife and two daughters of a BBC radio racing commentator were killed in a suspected "targeted" attack.

Kyle Clifford, 26, from north London, is wanted in connection with the deaths of the three women in the town of Bushey, north of London, on Tuesday night.

The BBC confirmed on its news website that the victims were Carol Hunt, the 61-year-old wife of BBC Five Live racing commentator John Hunt, and their two daughters, aged 25 and 28.

Local police said officers were called to a house in the town where the three women were pronounced dead at the scene.

Chief Superintendent Jon Simpson said armed officers and specialist search teams were involved in the manhunt, urging Clifford to contact police and warning the public not to approach him.

Simpson called it "a horrific incident involving what is currently believed to be a crossbow, but other weapons may also have been used."

Interior minister Yvette Cooper called the deaths "truly shocking" and said she was being kept updated about the inquiry.

One neighbour told reporters the victims were a friendly family.

"We would see them every day passing by and they would say good morning," she said. "It's really sad what's happened, very shocking."

There is no licence required to own a crossbow in the UK, but it is illegal to carry one in public without a reasonable excuse. (AFP)