They could smell smoke from its woodstove before they found it.
Authorities pumped tear gas into the structure Friday, but it failed to flush the man out, either because it didn't penetrate deep enough into the structure or because the person had a gas mask.
Court documents described Keller as a loner who has a survivalist mentality and has been stockpiling supplies in the woods.
An arrest warrant issued Wednesday accuses Keller of two counts of first-degree murder and one count of first-degree arson; the home was set on fire after Lynnettee Keller, 41 and Kaylene were shot in the head.
Their bodies were found in their bedrooms April 23. The family cat and dog were also killed.
The fire at Keller's home was stopped before the house burned down, and authorities said they found seven gasoline cans placed in different areas of the home.
Kaylene's boyfriend told detectives that Peter Keller had shown him his gun collection and several large-caliber rifles and handguns, court documents said.
The boyfriend, who was not identified, said Kaylene had told him her father took long hikes on the weekends and was stockpiling supplies at a fort in the woods.
Peter Keller withdrew $6,200 from a bank last week and told one of his co-workers at a computer refurbishing store in Preston that he might not return, according to court documents.
Johnson reported from Seattle. Johnson can be reached at https://twitter.com/GeneAPseattle