It began with a call of a burglary in progress.
The first officer at the scene spotted a gray Dodge Stratus with three people inside. The car took off and the officer followed. Others joined the pursuit.
Police say the chase ended on Monroe Street when the car struck two trees at a high rate of speed.
Two of the three people in the car were killed.
"The initial officer, and then the other officers that came into the area, they activated their emergency equipment, red lights and sirens," said Gary police spokesperson Gabrielle King. "They disregarded all of that."
Police haven't released the names of those killed.
The third person was taken to the hospital for treatment of his injuries.