Their bodies were found in their home in the 5300 block of South Austin, in the Garfield Ridge neighborhood about 5 a.m. Sunday.
The Chicago Police Department is not saying much, except that they are investigating the incident as a murder-suicide.
"They seemed very happy," said Janice Misovic. "I don't know what happened. It's just crazy, craziness."
Police say Javier Acevedo, 50, and his wife, Veronica Rizzo Acevedo, 49, were found dead shortly inside their bedroom, both with gunshot wounds, in what appears to be a murder suicide.
Investigators spent hours on the scene, but have remained very tight lipped and protective about the circumstances surrounding the shooting.
"I've see them, I've seen them (Friday)," said neighbor Diane Roberts. "They're very nice people. I can't believe they're gone."
The Acevedos were both long time law enforcement officers. Javier Acevedo was a 25-year veteran of the Cook County Sheriff's office working at the county jail, while his wife, Veronica was an 18-year veteran of the Chicago Police Department.
The couple were regulars at St. Jane de Chantal Roman Catholic Church just a half block away from their home.
"I was trying to help them with prayer," said Fr. Edward Cronin. "I was trying to help them look to the blessed mother in particular as one who couple help give them the lords mercy and shower them with peace. They really needed peace as we all do. And I thought it was working."
Earlier, Superintendent Garry McCarthy released a statement calling Veronica Acevedo's death a terrible tragedy for her family, friends and colleagues at the Chicago Police Department.