The child is safe, but police are still looking for a suspect.
Family members identified the victims as brother and sister, Damien and Jessica Beal, and said the siblings were shot and killed at a home in the 14000-block of South Tracy Avenue in Riverdale.
"She had a whole son. He lost a mama and his uncle all in the same day," the victims' cousin Tina Williams said.
After learning the devastating news of their deaths, the family also found out Jessica was pregnant with her second child.
After their bodies were discovered, an Amber Alert was issued for Jessica's 1-year-old son. The alert was quickly canceled after Illinois State Police said the boy was dropped off at a police station.
Clarence Hebron, 32, a suspect in the original Amber Alert, remains on the run.
The Beal family members said Hebron is the boy's father and was Jessica's boyfriend.
"I really hope they catch him," said Ruby Bolden, another cousin of the victims.
Riverdale police have not released any information about the circumstances that led up to the homicides, but the family is waiting for answers.
"Anybody who knew Jessica loved Jessica. She was the life of the party," Ebony Williams said.
"Damien was a beautiful person. He was like a person that you called him (and) he was there," Bolden added. "And by me being the oldest cousin and I got six kids, he was always at my house with my boys."