Jonathan Anthony, 50, strangled his wife Lisa, 47, and suffocated his daughter Ava, 14, at their home in Esher, Surrey on 17 June.
He then laid out their bodies in the master bedroom, hand in hand, Woking Coroner's Court was told.
Verdicts of unlawful killing were recorded on both mother and daughter.
His body was found in Aix-en-Provence on 28 June.
The inquest was told that 24 hours before the killings the family were together at a pub in Ockham for a birthday party, where members of the extended family said they seemed fine.
Coroner Simon Wickens said that after the killings, the businessman, who ran an event management company with his wife, told friends and family and Ava's school they would be away for a week.
He then went to France and spent a week in Paris and Nice with his girlfriend.
He had falsely told the woman he was the boss of the Hugo Boss clothing company.
He also lied to a friend in France, saying his wife and daughter, a pupil at Guildford High School, had been killed in a car crash.
Surrey Police found the bodies at the house, in a gated community, 12 days after the killings.
The court heard he cut his own throat but that his death was being dealt with by the French authorities.
The case was initially referred to the Independent Police Complaints Commission (IPCC) because someone who knew Mrs Anthony called Surrey Police on 24 June because of concerns for her welfare.
A spokesman for the IPCC said the matter had been passed back to the force.
A businessman who had been having an affair killed his wife and teenage daughter before escaping to France and killing himself, an inquest has heard.