Five-month-old twins were found dead Thursday morning at their Little Village home.
Their father, Josue Romero, said he left home earlier in the morning to take the older children to daycare. He learned of the infants' deaths when he returned home from his grief-stricken wife.
"I came home and I saw my children like that. My wife was startled," he said. "I checked the babies and they were blue already. There was nothing I could do."
The twins, Julian and Giselle Romero, were found unresponsive in their crib by their mother around 8:30 a.m. Paramedics were called to the home, on the 4100 block of West 25th Street, shortly thereafter.
Julian was pronounced dead at 9:52 a.m. at Mount Sinai Hospital, but information regarding Giselle is still unknown, according to the Chicago Sun Times.
The babies had been born premature, but Romero said he and his wife were not aware of any health problems.
"I'm not trying to blame anybody. I don't want to point fingers," said Romero. "I know my wife, my wife is very caring. She loved the kids."
The Illinois Department of Child and Family Services is investigating allegations of neglect against the mother and the father. Officials said they've had prior contact with the family, providing family care starting in June 2011.
The DCFS had also been in contact with the family for allegations of abuse against an uncle and the biological father of the eldest child in March 2011.
DCFS officials late Thursday night removed the remaining four children from the Romero household.