The three bodies were found in a pile, partially burned, in the family home in Morata de Tajuna, a village some 35 kilometres (22 miles) southeast of Madrid, after neighbours raised the alarm, a police source told AFP.

Neighbours raised the alarm after not seeing the two sisters and their disabled brother for some time.

Police said the deaths were being treated as murder due to a suspected link to a debt.

The tragedy may have been linked to a fake online love affair, the El Pais and El Mundo newspapers along with TVE public television, said quoting residents.

The two sisters had apparently entered into a long-distance relationship with two alleged US servicemen, with the conmen leading them to believe one had died.

The surviving soldier told them he needed money so he could send them a multi-million-dollar inheritance and the sisters racked up huge debts to send him money. The women had asked other people in the village for money.

“They weren’t asking for 100 euros or 20, they were asking you for 5,000 or 6,000 euros,” one neighbour told TVE.

The sisters sent the money because the surviving soldier had promised seven million euros in “inheritance money” and refused to believe it was a scam, another neighbour told TVE.

Police would not comment on the reports.