Police said a 25-year-old man and a 22-year-old woman were sitting in a dark vehicle in the 5100-block of South Halsted Street in the city's Back of the Yards neighborhood just after 8:15 a.m.
That's when a white vehicle pulled up and two people got out, fired shots and fled, police said.
The man and the woman were both wounded and died at the scene, police said. Their identities have not yet been released.
No one is in custody. Area Central detectives are investigating.
Police said the man who died was a documented gang member.