The nanny suspected of slaying a Manhattan professional couple's two young children began stabbing herself as the mother entered the bathroom and began screaming when she saw the dead bodies in the bathtub, New York's police commissioner said on Friday.

The nanny, YoSelyn Ortega, had been employed by the family of Kevin and Marina Krim for two years before police said she killed their children and attempted suicide on Thursday in the family's luxury apartment, Police Commissioner Ray Kelly said.

Ortega, who lived with her son and sister near the Krims' apartment off Central Park, has been a naturalised US citizen for a decade, Kelly said, adding that she had been referred to the Krims by another family.

New York police were hoping to interview the critically wounded nanny later on Friday, said an NYPD official who requested anonymity. Ortega, 50, has not been charged because police have not been able to interview her.

"We know now that the nanny began to stab herself as the woman entered the bathroom," Kelly said. "We initially thought it was, it had already been done, but now information is coming out that she did it as the mother entered the room."

Ortega remains the prime suspect in the stabbing death of the two children, Leo, 2, and Lulu, 6, Kelly said.

Marina Krim had entered the apartment at about 5:30 pm Thursday with her 3-year-old daughter, returning home after Ortega failed to meet her as planned at a local dance studio with the two other children.

Krim saw that the apartment was dark and returned to the lobby to ask the doorman if the nanny and kids had gone out, Kelly said. The doorman said no, and she returned to the apartment and went into the bathroom, he said.

A neighbor heard the mother's screams and called 911, police said.

New York Police Department spokesman Paul Browne said the children suffered "multiple stab wounds," and were pronounced dead after being rushed to a nearby hospital.

Kevin Krim, the children's father and an executive with CNBC, had been heading home from a business trip, He was met by police at the airport and notified of the killings, police said.

A spokesman for CNBC released a statement Friday expressing the "sadness we all feel" for Krim and his wife. The couple's "unimaginable loss ... is without measure."

Neighbors said the children's mother was a pediatrician.

The final entry in an online blog that Marina Krim maintained to document her daily life with her children was dated Thursday, three hours before the discovery.

"Leo speaks in the most adorable way possible," she wrote. "And he does things like, "(I) want a fresh bagel" and "Lito (what he calls himself) wants cold milk" and most adorable of all, "No thank you" - he never uses "No" alone, it's always paired with "thank you."

A source at NBC News confirmed that the blog - which contains pictures of the Krim family - as Krim's.

- Reuters