Firefighters said the fire started on the first floor of a two-story apartment, possibly ignited by a candle.
Trapped in a master bedroom behind intense heat and heavy smoke, the victims pounded on the window for help as neighbors tried to douse the flames with a garden hose.
Firefighters arrived at the Siena Village Apartments shortly after 4 a-m. They were able to rescue the mother and her children, but were not able to revive her boyfriend, 29-year-old Corey Stewart.
Assistant Phoenix Fire Chief Bob Khan said Stewart died of smoke inhalation.
Khan said 30-year-old Abby Milligan and her three children - ages 12, 7, and 3 - were not breathing when firefighters pulled them out.
They were revived and taken to two Phoenix hospitals.
''They are still fighting for their lives,'' Khan said Sunday night.
Neighbor Jack Stilson, who often baby-sat the children, said the couple worked at a nearby Costco Wholesale store. Stewart was an ex-Marine and worked as a warehouseman, he said, and Milligan worked in the food court.
Stilson Milligan had just bought $300 worth of new clothes to wear because the couple planned a belated Valentine's Day celebration Sunday night at a Scottsdale resort.
