The incident occurred at about local time 7 PM (1700 GMT) when gunmen opened fire at four civilians travelling in a vehicle near Kiryat Arba, fatally wounding them, the spokeswoman told Xinhua.
Israeli army and police forces are in hot pursuit of the gunmen and are using a helicopter in the chase.
Palestinian National Authority (PNA) security forces have joined the investigation into the attack, reported the Palestinian news agency.
Medical sources confirmed that the victims were from the same family. Till now no group has claimed responsibility for the incident.