Police have confirmed Helena Wright visited a Mount Gambier station less than 24 hours before she took her own life and and those of her two young children in a tragedy now declared a major crime and investigated as a murder‑suicide.

Wright, 36, and her young daughter were found dead in the water at the base of a cliff near Port MacDonnell, about 30km from Mount Gambier, on Monday while her infant son is missing, presumed dead.

Police believe they did not fall from the cliff accidentally.

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“Helena Wright attended the Mt Gambier Police Station on Sunday 26 July where she spoke with police,” a SAPOL spokesperson confirmed to 7NEWS.com.au

A welfare check was triggered the following morning after a friend raised concerns.

“As a result of a call from a friend received at about 0928 hours on Monday 27 July, a patrol conducted a welfare check at the home address of Ms Wright. No one was located at that time,” they said.

At 11.13am, police were alerted to Helena’s vehicle at Cape Northumberland, near Port MacDonnell. “Police became aware via reports from members of the public of a vehicle at Cape Northumberland near Port MacDonnell. The vehicle was parked with its engine running. The body of Ms Wright and one child was subsequently located.”

Superintendent Trent Cox confirmed the murder‑suicide ruling as a major crime on Wednesday.

“I’m able to say that the investigation is now being treated as a murder‑suicide,” he said.

“It’s important we get that information out because we understand the strong community and media interest in this investigation and this matter.”

The search continues for Helena’s son who remains missing. Credit: 7NEWS

He confirmed the search for Helena’s missing three‑month‑old son had entered its third day.

“Sadly we have not yet located the body of the missing three‑month‑old,” he said.

“We will continue to do so but decisions will be made later today as to continuing with the formal search operations.”

Cox said crews would continue searching the coastline.

“Whatever decision is made, we will still continue to scour the foreshore in the coming days and possibly weeks,” he said.

Premier Peter Malinauskas said the deaths had shaken the state.

“Wherever we see the loss of anybody, it’s a tragedy. Where it involves children, that breaks your heart,” he said.

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