The Lake County, Indiana Coroner's Office said it was called to a home in the 400-block of Clark Street in Gary, Indiana on Friday at 11:22 p.m.
Upon arrival, the coroner said they found a 21-year-old woman shot to death. She was four months pregnant.
The coroner identified her as Chasity Shorter of Gary. Her death was ruled a homicide.
Officials also found the body of a 21-year-old man with gunshot wounds. He was identified as Brice Taylor of Hammond, Indiana.
The coroner said this was classified as a murder-suicide case.
No other information was available.