Police said the bodies of a man and woman in their 70s were found at an address in the seaside town.
Detectives began investigating the incident, which took place at a property in Anthony's Avenue, Poole, Dorset, and was reported at 11.35am on Tuesday.
Dorset Police said police and emergency services attended the scene and two bodies were discovered at the property.
The force said the man and woman knew each other and their next of kin had been notified, as well as the coroner.
DI Ian Allen said: “This is a very sad incident and we are doing everything we can to support the next of kin.
“Officers are investigating to establish exactly what happened and a cordon has been put in place to allow a thorough investigation of the scene.
“At this time, it is not believed that anyone else was involved in the incident and the investigation will continue to determine the full circumstances of the death.
“If you have any information that could assist our investigation, please contact Dorset Police.
“We are trying to establish a timeline of what happened and we are currently looking at the period from the Christmas holidays to today.
“There will be an increased police presence in the area and I would encourage anyone with any concerns or information to contact an officer from their local policing team.”
Anyone with information should contact Dorset Police at www.dorset.police.uk or by calling 101 quoting incident number 55240198989.
