( CNN ) -- It should have been little Alton 's big day . He was turning 2 , and grandma was bringing him and his baby brother , Ashton , home from day care to celebrate . That 's where it all apparently went wrong . Connecticut State Police say the grandmother , 47-year-old Debra Denison , killed the boys and then herself Tuesday in Preston , Connecticut . The boys ' mother , Brenda Perry , called police around 4 p.m . ET Tuesday to say she could not find the boys or her mother , who Perry said had a history of mental illness , according to CNN affiliate WFSB-TV in Hartford . `` She sounded fine ; she was planning on picking them up and bringing them back to my house , '' Perry told the station . `` That was the last we heard from her . '' Police found the three Tuesday night after a 911 caller reported seeing a vehicle with three injured people inside that matched one mentioned in an Amber alert issued that afternoon . All three were dead of gunshot wounds , WFSB reported . Police found a suicide note in the vehicle but have n't said what was in it , WFSB said . After the bodies were discovered , WFSB reported , Perry posted to her Facebook page , `` God has two beautiful angels helping him now . ''
Deborah Denison was supposed to be bringing kids home , police say . Instead , police believe she killed them and then herself . `` She sounded fine , '' slain boys ' mom tells TV station . The grandmother had a history of mental illness , CNN affiliate WFSB-TV reported .