A man arrested on suspicion of murder remains in police custody this morning - but a woman injured in the incident has been released from hospital.
Yesterday (Tuesday) a man in his 40s was arrested following reports of violence at a house in Cromwell Road.
One woman, aged in her 40s, died at the scene as a result of stab wounds, while a nine-year-old boy and a woman aged in her 30s were seriously injured, after also receiving stab wounds.
The boy and the woman were taken to Peterborough City Hospital for treatment. The woman was released from hospital this morning, but the boy remains receiving treatment.
The arrested man was initially taken to Peterborough City Hospital after suffering minor injuries, but was taken to Thorpe Wood Police Station for questioning last night.
A police spokesman said all four people involved were related.
Officers are not currently looking for anyone else in relation to the incident.
Specially trained officers are liaising with the victims and their families.
Anyone with information regarding this incident should call police on 101 quoting CC-02072019-0061 or visit www.cambs.police.uk/report. Alternatively, contact Crimestoppers, anonymously, on 0800 555111 or via www.crimestoppers-uk.org.