A statement from the agency said they may have been paddling the canoe from a home in Shady Side, Maryland, to retrieve a ball and could not paddle back to shore.
An overturned canoe matching the one used by the missing people was found on Thursday night, the agency said.
“News of this tragedy hit me and my family hard this morning,” said Anne Arundel County Executive Steuart Pittman.
“We are holding Kathleen and her family in the light, and holding our own loved ones a little closer as we reflect on their pain and their loss,” he said in a statement.