The Will County sheriff said this is an isolated incident. The couple's young child was found unharmed in the home.
"This has never happened in this neighborhood. I've been here for like almost 30 years. And now we have to wake up to this," said Antonio Daniels, neighbor.
Neighbors say the victims were a nice family.
"She became a Girl Scout leader this year and was very excited about that. She used to come pick up my little daughter and take her to the YMCA for swimming. Last time I saw her was on Thursday afternoon. She dropped my daughter off," said Germaine Grant, neighbor.
"The two people in the residence appeared to be victims of gunshot wounds. At this time our C.S.I. Division and the coroner's office were contacted," said Paul Kaupas, Will County Sheriff.
The bodies were discovered by the male victim's ex-wife, who had come to the house to get DVDs for the two children she has with him. The two were fighting for custody of those two children, according to police. Police say the ex-wife is cooperating with the investigation.
Autopsies will be performed Tuesday.