One of the two people found dead was Navy service member, officials said later Saturday.
The naval station is located in North Chicago.
There were reports of a police presence in the area late Friday night into early Saturday morning.
How the two people died was not immediately clear.
The coroner's office said more information will be released after autopsies are conducted on Tuesday.
Naval Station Great Lakes issued the following statement Saturday afternoon:
"We are aware of an incident that occurred Friday, Oct. 10, in Navy housing, where a service member and another individual were found deceased.
"We mourn the loss of our shipmate and extend our deepest condolences to the family, friends and coworkers of the Sailor and the other individual involved. Our thoughts are with all those affected during this difficult time.
"Grief counseling and support services are available through the chain of command and the command chaplain.
"The North Chicago Police Department is leading the investigation..."
Further details were not immediately available.
This is a developing story. Check back with ABC7 for updates.