The bodies were found in Solingen, near Cologne and Duesseldorf.
The 27-year-old mother of the three girls and two boys later jumped in front of a train in Duesseldorf and was taken to hospital with injuries, police spokesman Stefan Weiand told n-tv television.
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The dead girls were aged one, two and three, and the boys were six and eight, German news agency dpa reported.
The mother’s sixth child, an 11-year-old boy, survived and was with relatives.
There was no immediate information on the causes of death or possible motive.
The bodies were found after the children’s grandmother, who lives 60 kilometres away, notified police, said the region’s top security official, Herbert Reul.
