The bodies were found in a basement deep freezer
The 42-year-old host had invited guests for dinner at his home in the city of Verviers, 125km (78 miles) east of Brussels, prosecutors said.
A woman guest left the table to put leftovers in the freezer and alerted the authorities to the discovery.
Police said they were aware of domestic abuse issues between the wife and host.
'Ill at ease'
Christine Wilwerth, at the Verviers prosecutor's office, said the suspect had indicated he had had a quarrel with his wife and she had been stabbed.
However, he had no initial explanation for the 12-year-old boy's death.
Ms Wilwerth said: "It was a lady who at the end of the meal at a friend's house, and after washing the dishes... decided to take the leftovers of the meal down to the basement to store in the deep freeze.
"Once she opened the deep freeze, she discovered the bodies."
Guests then alerted police but refrained from telling the host.
He seemed "ill at ease", Ms Wilwerth quoted the guests as saying.
"The couple was already known to police for domestic violence," Ms Wilwerth said.It was not immediately clear how or when the deaths occurred but Ms Wilwerth said the time of death could date back several weeks.