US authorities issued a countrywide alert to motorists on major highways to look out for Jerry William Jones after three bodies were discovered late on Wednesday in Ranger, Georgia, about 60 miles (96km) north of Atlanta.
Gordon county sheriff, Jerry Davis, said: "The way he's treated these people... I want him bad."
Police continued to search two homes in Ranger for clues to the murders, which are believed to have taken place on Wednesday.
The bodies of a woman and a 10-month-old girl were found in one of the homes and those of a man and woman in the other.
A spokesman for the Georgia bureau of investigation, John Bankhead, said the murder scenes bore the hallmarks of a "very methodical" killer who had cleaned up after himself and tried to hide the bodies.
The victims were believed to be Mr Jones's in-laws, one of their adult daughters and Mr Jones's baby daughter, who appeared to have been strangled.
"This wasn't quick," Mr Bankhead said. "He clearly took his time."
Meanwhile Mr Jones, who is estranged from his wife, had left town with the three girls aged 10, four and three.
The two youngest are his children and the eldest is his ex-wife's from another relationship.
"It's very dangerous for them right now," Mr Bankhead said. "We're very concerned about [their safety]."
Mr Jones's brother in law, David O'Donnell, said he thought Mr Jones had been motivated by jealousy after his ex-wife, Melissa Peeler, the mother of the abducted children, went to Oregon to see a boyfriend.
Some time after the murders, Mr O'Donnell said, Mr Jones called Ms Peeler to warn her that if she went to the authorities he would "start killing the kids one by one".
"The general opinion is that he is still in the state," said Clent Harris of the sheriff's department.
Mr Davis said Mr Jones had been in the county jail before. "We've had him in our jail and... we're gonna put him back on the chain gang he was on."