Police responded about 7:20 a.m. to a home near the intersection of Vine Avenue and 150th Street for a reported possible medical issue.
When police arrived, they found two people with gunshot wounds.
They were pronounced dead on the scene.
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Two dogs were also shot during the incident, a Harvey spokesperson said. One dog died from its injuries, while the other remains in critical condition.
Police are investigating the incident as a double homicide.
There is no ongoing threat to the public, police said.
Harvey and Illinois State Police are investigating.
Anyone with information is asked to call Harvey police at 708-331-3030.