The news comes after a funeral was held for the female victim, Kathryn Romberg. Family and friends gathered Saturday to remember 45-year-old and say goodbye.
Romberg was killed during an apparent robbery attempt on Wednesday morning near her Garfield Park home. She was in an SUV with off-duty Chicago Detective Robert Soto. He also died of his wounds.
A gun was found near the scene Friday. Ballistics tests are now underway to determine if it's related to the murders.
A group from the neighborhood where the killings happened held a rally Sunday night. They said police had been overly aggressive in their investigation.
Chicago police issued a statement saying in part that, "Detectives continue to investigate this case in a professional manner."