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Property records show Blake owns the 5,856 square-foot mansion at 16223 Sierra de Avila, inside the exclusive Avila Golf and Country Club, in Tampa.
A spokesman with the James Blake Foundation told 10 News that Blake was not inside the house when the fire broke out on Wednesday morning (local time). He retired from pro tennis last year.
The cause of the fire is still under investigation, and it is too early to determine if it is suspicious.
Police have not determined whether the people found dead were killed by the fire or some other cause, and their identities have not been released by investigators.
Blake, who attended Harvard before turning pro in 1999, was a consistent top-10 player from 2006-08, reaching a high of No. 4 in '06, and he won 10 singles titles and seven in doubles on the ATP World Tour.
He reached three Grand Slam quarterfinals, including two in New York, losing at that stage to Andre Agassi in 2005 and to Roger Federer in 2006.
Blake was the second-best American player during his peak years, behind only Andy Roddick, and he teamed with Roddick and the Bryan brothers to capture Davis Cup for the USA in 2007.