Firefighters were called to the intense blaze around 5:45am local time on Sunday after neighbours reported hearing a loud explosion.
Blake, who is believed to have rented out the property to the current tenants for about a year, was at home with his family in Connecticut at the time of the fire, according to the Guardian.
The victims were described as two adults and two teenagers, Hillsborough County Sheriff's Donna Lusczynski, said. The Guardian report claimed police officials were unable to confirm whether they died in the fire or from another cause.
Debbie Carter, of the Hillsborough County sheriff’s office, said detectives had informed Blake of the fire and that he “resting at home”.
"It’s too early to say where the investigation might go,” she added. “The building is in a dangerous condition and it might be tomorrow before we can even get inside."
TV reporter Meredyth Censullo, formerly of ABC, reported some bizarre details to the story.
She cited a source as saying the bodies found in the burning mansion "had heavy duty fireworks wrapped around their heads."
Blake retired from professional tennis last August, calling time on a successful 14-year career. During that time he reached three Grand Slam quarter-finals and reached a highest world ranking of four. He was also the American number one.
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