Police said a 51-year-old woman and a 23-year-old man were found unresponsive at a home in the Homan Square neighborhood's 3500-block of West Arthington Street just before 6 p.m.
The woman, who suffered three gunshot wounds to her chest, and the man, who suffered one gunshot wound to his head, were both pronounced dead on the scene, police said.
Police recovered a weapon from the scene, and Area Four detectives are investigating.
The victims have been identified to the Cook County Medical Examiner's Office as 23-year-old Kaleb Deer and 51-year-old Barbara Deer.
Police did not immediately provide further information about the shooting.
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