Local TV footage shows LeeTeuk, dressed in a black suit and tie, crying when other Super Junior members moved one coffin to a black limousine at a Seoul hospital Wednesday before leaving for a crematorium.
Media reports say Lee's grandparents were found dead in bed while his father was hanging by a robe around his neck at their home Monday. The reports cited police officers as saying Lee's father left a suicide note suggesting he committed suicide after strangling his parents.
Police said they couldn't confirm the reports.
Super Junior, known for their boyishly polished looks and synchronized dance routines, is popular across Asia.