On Monday, their bodies were discovered in the forest preserve in Calumet City. Police say they were shot to death.
In a newly posted video on Facebook, the victims' son, Theodore McClendon, says he believes the killers were after his parents' car.
Another son of the McClendons, CLTV program host Garrard McClendon, has not made any public comments.
Early Wednesday morning, there may have been a big break in the case.
Police found the couple's abandoned Cadillac Eldorado on the Dan Ryan about 1:50 a.m. A witness saw two men running from the car. The police have still not caught up with them.
Since finding the car, however, police have not released any more information. They're keeping a tight lid on information, not holding a news conference Wednesday.
Police did say Wednesday that something happened inside the McClendon home, though it's still not clear whether they were murdered there or elsewhere. In an indication that it wasn't there, the crime tape was taken down Wednesday evening and family members were back inside the home.
Evidence technicians carried several brown bags out of the house Wednesday afternoon, contents unknown, presumably evidence that will help Hammond police determine what exactly happened inside the home that the McClendons lived in for nearly 30 years.
The shock had not worn off in the McClendon's neighborhood. They're described as the grandparents of the entire neighborhood.
"Beautiful person, beautiful, you couldn't find a better person. He was always in his yard right here, you know, working in his yard and talked to everybody that went by," said family friend Dorothy Weems.
"If you were walking down here and you did something wrong, they would whoop you and send you home," said neighbor James Jackson.
Throughout the day, people like Theresa McCoy, who has known the McClendons all of her life, were dropping off cards.
"Friendly, helpful, approachable. They loved God and they treated people good. They were involved," said McCoy.
"They loved to help out. They loved to lend a hand to help people, and they were always there. They helped me a lot during my childhood," said friend Anthrice Bay.
"It's unbelievable for someone to take the pillars of our community and take their life. It's unbelievable. It's unbearable," said Anthony Higgs, Hammond City Councilman.
Late Wednesday afternoon, CLTV talk show host and son of the victims Gerard McClendon arrived at the family home as family members were lowering the flag to half-staff. He is one of the couple's three children, and comments on current affairs nightly on CLTV. He is saying nothing so far about the family tragedy.
The McClendons are remembered as being very active in their community, regularly attending crime-fighting meetings according to Jake Jacobs who publishes a community newspaper in Hammond.
"Very involved in the community. At all of the meetings and functions in the city. Always participated. It's very hurtful to know they're not here any longer," said Jacobs, of C & R Publishing.
The family released a statement late Wednesday afternoon, saying, "The McClendon family wishes to express its appreciation for the outpouring of love we have received from well wishers all over Chicagoland and the United States. We are saddened by the loss of our loved ones, but we know there is comfort on the horizon. We accept your sympathy and we thank you for your love and kindness."
At this point, Hammond police don't appear to have anyone in custody for the crime.
The group No Guns No Violence has offered a $2,000 reward in the case.
"Garrard has helped a lot of people throughout the city of Chicago, as far as talking about education and stop the violence. I'm going to step up and help his family," said Andrew Holmes, No Guns No Violence. Holmes is friends with the McClendon family and his aunt lives just two doors down from the family's home.