Mr Horgan appeared in court charged with the shooting

Stuart Horgan, 39, was found on Sunday morning by staff in his cell at HMP Woodhill in Buckinghamshire.

A Home Office spokeswoman said Mr Morgan had used a razor blade to cut his throat and body, four days after he was taken off suicide watch.

He last appeared in court on Friday charged with shooting dead wife Vicky and her sister Emma Walton.

He was also accused of attempting to murder their mother during the party at Highmoor Cross, Oxfordshire. Jacqueline Walton is still critically ill in hospital.

Mrs Horgan's children watched as the attack unfolded

Mrs Horgan, 27, died at the party at her house two weeks ago, while her sister Emma, 25, of Reading, Berkshire, died shortly afterwards in hospital.

Mrs Horgan's daughter Jade, seven, and Bobbie, three, her daughter by her husband, watched as the attack unfolded.

Mr Horgan, from Plaistow, east London, had been in custody at the prison since 11 June and was on suicide watch until 16 June.

He attended a case conference at the prison on Thursday which decided that he was no longer a suicide risk.

A Prison Service spokeswoman said: "He had a full case review with all the staff there. He was taken off the watch."

On Sunday he managed to unpick a disposable razor before using the blade to repeatedly cut himself across the throat while in his single cell.

The spokeswoman confirmed an immediate investigation is to be launched into his death.

Police are also holding an internal review into the emergency services' response to the shooting at the family barbecue.

The review will examine why medical teams were forced to wait more than an hour before being allowed to tend the wounded.