Officers were called to the home on Arbor Glen at around 3:18 p.m. on Tuesday after a man was apparently bleeding from his wrists.
Once inside the home, police found the body of a 7-year-old girl in her bed. The cause of her death has not yet been determined.
"Very bubbly little girl, pretty heart wrenching to know that she's not around," said Derek Lewis, a neighbor.
Lewis knows the family well enough to watch their home when they go on vacation.
He can't fathom what could have happened behind the closed front door.
"They were always pleasant and they always appeared happy," Lewis said. "Very unexpected, I'm devastated."
"My little brother thought he heard something," said Christian, a neighbor. "He said he heard screaming."
That was Monday night, as 14-year-old Christian and his brother were playing video games.
Police haven't said when they believe the girl was killed or how.
They didn't make the discovery until mid-afternoon. Christian's mother was around as the crime scene grew.
"It was really quiet, cops were just here," said Crystal, a neighbor. "And then it just seemed like more and more cars were coming, more and more cars were coming."
The man believed to be the girl's father, was taken by police and an ambulance to a local hospital for treatment.
Anyone with information is asked to contact the New Rochelle Police Department's General Investigations Unit at 914-654-2270.