The 56-year-old was detained by police in Wolverhampton following the grisly discovery at the house in Blackpool's Central Drive area.
The suspect will be transferred to the Lancashire town for questioning.
Post mortem examinations will take place within the next 24 hours.
"He will be brought back to Blackpool... for questioning by detectives on suspicion of murder," a police spokesman said.
"The cause of deaths have not yet been established."
