Police said they were called to Franks Chicago Shrimp House in the 6500-block of West 79th Street around 6:30 p.m. Thursday.
When they arrived they found a woman on the floor with apparent gunshot wounds. Officers tried to render aid, but she was pronounced dead at the scene.
Police also found a man lying on the floor with a gunshot wound. He was taken to Christ Hospital where he was pronounced dead.
The identities of the man and the woman have not been released.