The fast-moving fire broke out early Sunday morning in a house on Quimby Avenue in the Castle Hill neighborhood of the Bronx.
"There was hands banging at the window, 'hey Allah, hey Allah' - the window burst into flames and the screaming stopped," said neighbor Merlyn Persaud.
Ring camera footage captured the raging fire.
Video: Deadly Bronx fire caught on surveillance camera
The three brothers 12-year-old Mohammed Waleed Ahmed, 10-year-old Kalheed Waleed Ban Saleh, and 22-year-old Ahmed Saleh died along with 10-month-old Barah Saleh, the daughter of the oldest brother.
The family's next-door neighbor, who could feel the heat from the wild flames, was able to rescue two family members.
"Once I heard her, I opened the window and I grabbed her and the kid inside my house," said Imlaque Chowdhury.
A 21-year-old woman jumped from a window suffered a back injury and was taken to Jacobi Medical Center in critical condition, according to police.
The multi-generational family from Yemen all lived in the home. The father of the three brothers is also at the hospital in critical condition.
More than 100 firefighters and emergency services personnel responded to the scene.
City Hall promised to help the family with funeral arrangements.
The fire marshal is working to determine the cause of the fire.
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Nearly 100 evacuated after underground Hell's Kitchen homeless encampment catches fire
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