Ex-rugby league player Rowan Baxter, his wife and their three young children have died after he allegedly set alight their car in Brisbane, Australia.

Baxter, a former member of Auckland's New Zealand Warriors squad in Australia's National Rugby League (NRL), allegedly filled a gas can with fuel at a local service station, before dousing the car containing his wife and children, and setting it alight, according to multiple Australian news reports.

Police said in a statement they were called to a car fire about 8.30 a.m. local time Wednesday and three children aged six, four and three were found dead inside.

According to ABC News Australia, 42-year-old Baxter had self-inflicted stab wounds and got himself out of the car, but died at the scene.

The mother of the children, Hannah Baxter, was taken to hospital where she succumbed to her injuries. She was 31. ABC Australia reports Ms. Baxter had jumped from the vehicle at the time and yelled "he's poured petrol on me."

"Devastating news out of Camp Hill," Australia's Prime Minister Scott Morrison wrote on Twitter.

"My heart goes out to the families and community going through this tragic time and the emergency responders confronting what would be a shattering scene."

Police said early investigations indicate the woman was driving the car and the man was in the front passenger seat prior to the incident.

She suffered significant burns and was helped out of the vehicle by a man after the fire started. He also suffered burns and was taken to hospital.

The husband and wife ran a fitness company, Integr8, based in Brisbane.

Following his playing career, Baxter worked as a fitness coach for NRL, Super Rugby and Australian Football League (AFL) teams around Australia.