Sherley told CNN that law enforcement was called to a home after a family member went to the residence and reported the crime scene around 1:30 p.m. Saturday.
Two boys, ages 11 and 14, were found dead in the home, Sherley told CNN late Saturday.
Authorities determined the father of the boys had kidnapped his daughters, ages three and seven, and an Amber Alert was issued, Sherley said.
The two girls were safely recovered and their father was taken into custody in Beckham County, Oklahoma, east of the Texas border around 8 p.m., Sherley said.
The father has not yet been charged, according to Sherley, and will face extradition back to Kansas following an initial appearance in Oklahoma, likely on Monday.
Law enforcement has been in touch with the mother of the children, Sherley said.
Sherley said that multiple law enforcement agencies were involved in the operation, including Kansas Highway Patrol, Kansas Bureau of Investigation, the FBI and the US Marshals office.