The victims, whose names and ages were not released, were found just before 9 p.m. after people in the area noticed that the van was on fire and called 911.
Firefighters found the bodies after they pried open the doors and extinguished the blaze, Fire Department officials said.
The van was parked on Third Avenue, between 44th and 44th Streets in Sunset Park, and may have been there for as long as two years, fire officials and people in the neighborhood said.
Investigators said they were looking into the possibility that the victims were homeless and had set a fire to keep warm.
Officials were also waiting for an autopsy to determine whether the cause of death was smoke inhalation or something that would indicate homicide.