Tokyo Metropolitan Police say the 59-year-old priest appears to have been ambushed by her younger brother and a female accomplice on Thursday night.
The suspect is thought to have first killed his sister, the chief priestess at the shrine, said Kyodo news agency citing police.
The brother is then believed to have killed the woman before committing suicide.
The four were sent to a hospital, where the three were confirmed dead.
The priestess, named in Japanese media as 58-year-old Nagako Tomioka was on the way to the shrine and was attacked when stepping out of her vehicle.
Tomioka then fatally stabbed his girlfriend and committed suicide with the weapon used in the attack, according to the police, who reached the scene of the crime after receiving calls from residents.
The assailant, identified as 56-year-old Shigenaga Tomioka, attacked his 58-year-old sister sister Nagako Tomioka, the shrine's chief priestess, with a Samurai sword and killed her after she got off from a chauffeur-driven auto. At a spot about 100 meters away from the auto, she slashed his right shoulder, leaving him with a non-life-threatening injury.
Shigenaga sent a threatening letter to his sister in 2006, saying he would "send her to hell", the Sankei newspaper said. It is known as the birthplace of sumo.
The shrine, established in 1627, is known for its annual Fukagawa Hachiman festival, one of Tokyo's three major festivals from the Edo period.
Tomioka Hachimangu found itself in hot water with the Jinja Honcho (Association of Shinto Shrines) in 2010 over the appointment of the shrine's chief priest.