The body of Connie Gent, 11, was found with those of pal Lacey Bennett, 11, her brother John Paul, 13, and the siblings’ mother Terri Harris, 35, in Killamarsh, Derbyshire, on Sunday morning.
Connie’s dad Charlie said: “I have to live with the fact I was helpless to protect her as I always promised and she’s gone.”
His comments came as it was revealed that detectives fear the tragedy could have been a “murder attempted suicide”.
Derbyshire Police arrested a man with self-inflicted knife wounds at the scene in Chandos Crescent. He was named locally as Terri’s boyfriend, Damien Bendall, 31.
He was treated in hospital for his injuries and remains in custody.
Mr Gent shared footage of Connie looking happy. He added: “My little girl has gone. I can’t even put into words or even how to feel or react right now.
“I shouldn’t even be writing this.
“Parents, spend as much time with your kids as you possibly can. If you’re a parent and arguing please don’t stop that child from seeing the other parent. You never know what’s round the corner. I’ve learnt the hard way like most things in life and it’s too late and I don’t want anyone to ever go through what I am going through right now.”
Outwood Academy City secondary school in Sheffield said memories of their three students will “live on forever”.
It added: “Our hearts are broken. The children had bright futures ahead of them but sadly none of us will get to see this.
“Lacey and Connie had just embarked on their secondary school journey and had already made a positive impression. John Paul was a popular and polite young man, well-liked by staff with a close-knit group of friends.”
Lacey and John Paul’s grandmother Diane Bennett, 63, said yesterday: “I don’t know how we will cope but we are a loving family.”
A fundraising page on GoFundMe for families of the victims had raised more than £16,000 last night.
Around 300 mourners headed to Baker Park, a children’s play area behind Chandos Crescent, on Monday for a vigil to the victims.
Police have appealed for witnesses between 6pm on Saturday and 7am on Sunday and anyone who may have video footage of the street including dashcam, mobile phone footage, CCTV or video doorbells.