The British family shot in their car in the French Alps appeared relaxed and smiling in photographs taken minutes before the deadly attack last month.
The claim was made by the lead prosecutor in the case, Eric Maillaud, who previously said police were studying family pictures but had not until now provided details.
He said of the photos, which have not been released: "The two women were smiling, they didn't seem worried. This suggests that they were all relaxed at that time."
Mr Maillaud said the images were taken at 3:15pm local time, just over half an hour before a cyclist raised the alarm near the town of Annecy.
The Briton had spotted the bodies of Saad al Hilli, his wife and her mother as well as another cyclist shot dead after apparently stumbling upon the crime.
The only known witness to the killing was seven-year-old Zainab al Hilli, who survived despite being shot in the shoulder and hit in the head by the attacker.
But she has been unable to help the inquiry in any meaningful way.
Her four-year-old sister survived the attack by sheltering under her mother's skirt in the back of the family's BMW estate car.
Mr Maillaud said investigators were also studying the possibility that a green 4x4 vehicle that the British cyclist saw in the area might have been a forest service vehicle.
Investigators are looking at a bank account held by Surrey-based Mr al Hilli in Geneva that had around a million euros in it, a source close to the inquiry said, according to AFP.
The source added that Iraqi-born Mr al Hilli wanted to prevent his brother, with whom he was reportedly in conflict, from getting access to the account.
"We are trying to determine if major transactions were carried out on the account in the days preceding the drama or if Saad al Hilli made a trip to Geneva. For the moment, we do not know," said Mr Maillaud.
Newspaper La Tribune de Geneve reported last week that Swiss authorities had seized money in the Geneva account. It said Saad al Hilli had been to Geneva shortly before the killings.
