The car was parked inside the private compound of a loan recovery agent.
Police said,"The kids were probably in the locked car for more than five hours since 8 am till they were taken out."
The police have discounted any foul play in the incident.
The deceased, all from Thoothukudi, were identified as - Muthazhagu (10) daughter of Anthonysamy, Esakkiyammal (8) daughter of Kanniyappan, Moses (7) son of Sankar, and Aathi (4) son of Pongalraj.
The families of the kids had come to the Vedanatham village for a festival and were searching for the kids since Wednesday morning. They were alerted by a small girl from the village who saw the youngest of the four lying unconscious on the steering wheel.
When they were pulled out of the car at 1:30 pm yesterday, their bodies had stiffened. The yard owner Muralidaran of Vedanatham, who is a private recovery agent of SBI was picked up by the Kulathoor police for interrogation.