Investigators say 40-year-old Kimberly Danielwicz died of multiple puncture wounds.
Her body was found in her Merrillville home Friday afternoon.
Police began searching for her live-in boyfriend, 42-year-old James Bailey.
Late last night his body was found in a hotel in Melrose Park.
The cause of death has not been determined, but the room contained several empty prescription bottles belonging to Danielwicz.