An Australian man was captured on camera chasing his young daughter around a house in Indonesia before killing her, his son, and himself.

4-year-old Laura and 6-year-old Archie and their 56-year-old father, Damien John Shaw, were found dead in the southern Bali home after their mom asked a worker to check on them ... according to Australian outlets.

The mother was reportedly out of town and got worried when she could hear her daughter crying while on the phone with Shaw before the call got cut.

According to the Sydney Morning Herald, she then checked the house's CCTV camera and helplessly watched as Shaw "chased" Laura.

The young girl was reportedly yelling "I love you, Daddy" as her father chased her. Police speculate Archie was already dead at this point.

The Herald reports that Bali police spokesman Senior Commander Ariasandy theorized ... "It looks like he did it first to the son, and because [Laura] saw that, she was trying to escape."

According to Perth Now, Shaw's friend said he was "struggling mentally" the last time they spoke ... and mentioned wanting to kill himself after recently losing $140K in a recent venture.

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