Aaron Bodah, 38, and his five daughters were in the home on Myrtle Ave. when it caught fire in the kitchen around 1:30 a.m., according to investigators.
Bodah, Alexa, 8, and Skylar, 4, died Thursday morning and police said Merissa, 14 and Erin, 6, passed away overnight.
13-year-old Hailey Bodah is listed in good condition at Upstate University Hospital in Syracuse.
"On behalf of the Watertown Police Department, we offer condolences to the victim’s family and friends on this tragic loss," Police Chief Charles Donoghue said in a statement Friday.
The only survivor, Hailey, was able to escape the home and a neighbor said she came banging on his door for help.
"We were awakened by a young child pounding on the door, screaming frantically that there was a fire at her house and that her four sisters and dad were inside," said Bill Bellis.
Bellis said the girl was wearing shorts, a tank top and no shoes in the frigid temperatures. They brought her inside, his wife called 911 and he ran across the street to help.
"I kicked in the front door, but with the super heated fumes and toxic stuff, I couldn't get in the front door," Bellis said. "I walked around the side and the back to see if I could see anybody trying to jump out. After that, I went back to the road and instantly, law enforcement was here."
Investigators said Thursday the fire was concentrated around the stove.
There were no working smoke detectors in the house, according to the Watertown fire chief. He said there was one in the basement and one on the second floor, but neither had batteries.
The girls were students at Watertown City Schools. The district put out a statement Thursday saying the district's Pupil Services Team is available to help grieving students and staff.
Parents in the area are planning a vigil Friday night to honor the family. It will be held at 5 p.m. in front of the home.
A GoFundMe has been set up to collect donations for Hailey.