The two people found dead have been identified to the Cook County Medical Examiner's Office as 46-year-old Marisa Dister and 44-year-old Russell O'Connor.
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Police said they were a couple in a strained domestic relationship. A gun was found near the bodies, police said.
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Neighbors said they remain in disbelief over the sudden loss of life.
"We were like scared, what happened here?" neighbor Nikita Shah said.
Residents living on this quiet Wheeling cul-de-sac are still trying to process the violence that took place down the street
Shah said she didn't know the two, but lives nearby. She said there was a massive police response Thursday night.
"There was like seven or eight cars here, lot of people," Shah said.
One neighbor who didn't want to show herself on camera said police were called to the house previously.
"I'm shaking," the neighbor said. "I'm sad because they were very nice people. They were nice to us."
She said police were called to the house previously.
Court documents reveal O'Connor filed an emergency order of protection against Dister, that ultimately expired in the summer of 2016.
"I'm shocked, you know?" the neighbor said. "Two months ago he was cleaning our driveway...I'm sad because they were very nice people. They were nice to us."
Further details on the circumstances on the deaths were not available. Police said there is no reason to believe that there is a greater threat to the public.