The grieving family of the three children found dead in a burning home in Port Hedland has released a statement, asking the public for respect and privacy after their "shattering loss".

Firefighters found the bodies of a 10-year-old girl, a seven-year old-boy and a five-month-old baby boy after being called to a house fire on Tuesday afternoon in the Pilbara town.

The family at the centre of the incident were well-known in the area, according to the Department of Communities, and police released their statement on Friday evening.

"Our family is going through a very traumatic grief process," they said.

"We are unable to put into words the shattering loss that we are all feeling at this time.

"We request that people do not speculate and make comments on the events surrounding the passing of our beautiful children.

"We ask that people respect our cultural protocols and not mention our children's names, or share their images without our permission."

"We are quietly paying tribute to our three little angels, and just supporting each other at this time," the family concluded.

The mother of the children was taken into custody after receiving injuries from the blaze and was helping police with inquiries.

She was flown to Perth on Thursday to receive specialist treatment for her burns in hospital, where she remains.

Homicide detectives, arson investigators and forensic teams are working with local police to uncover the cause and manner of the children's deaths.

No charges have been laid.

The family was seen grieving around the home, cordoned off with police tape, comforting each other as authorities moved the children's bodies from the site on Thursday afternoon.

In the statement, the family asked the public and local community to respect the investigatory process, which police said would take time.

"We will provide the answers the community are looking [for], but we need the time to do that," WA Police superintendent Kim Massam said.

The WA Country Health Service has encouraged community members to prioritise their mental health after the tragic incident.

"Now, more than ever, it's important that we continue to be there for one another," regional manager Roger Golling said.

He encouraged those in the community to seek out the array of available mental health services.

"We have community mental health services, a dedicated regional youth mental health program, specialist Aboriginal mental health services, and emergency mental health services through our hospital," Mr Golling said.