The 39 year-old man, reportedly covered in blood, turned himself in to police this morning, confessing to the string of five murders.

Authorities described the attack as “exceptionally brutal”. It came as the investigation continues into Josef Fritzl’s “House of Horrors” in Amstetten.

The bodies of his 42 year-old wife and young daughter were later found in the couple’s home in the affluent Hietzing area of the Austrian capital. The man told police that he killed his daughter after she saw him use the axe to murder the girl’s mother.

The unnamed man, who turned up at an Viennese police station at around 4am this morning in a “confused state”, began his confession which the words: “in my flat are my dead wife and child”.

When police arrived they found the bloody corpse of his daughter partially covered where she lay in a walk-in closet in the house, while the mother was found in a bathroom.

But the double killing only marked the beginning of the man’s axe rampage, which seems to have taken place on Tuesday. He then drove two hours west from Vienna to his parents’ home in the central Austrian town of Ansfelden.

He reportedly confessed to using the same axe to kill his mother on the ground floor of the family home there, before climbing the staircase to the first floor where his father was sleeping in front of the television.

The alleged killer then climbed back in his car and drove a few miles north to his step-father’s house in the city of Linz.

The unsuspecting man apparently opened the door of his house to his son-in-law and was killed on the spot.

After completing the alleged five-person killing spree, the man then returned to Vienna, where police have found a number of letters he composed apologising for his actions.

They suspect he had considered killing himself.