A .22 calibre rifle has been recovered from a property in Rotorua where a man and a woman were found dead on Thursday afternoon.
Inspector Bruce Horne says the pair who knew each other. They were found with the rifle lying beside them.
He said the shooting was reported to police by relatives of the two.
Police are not looking for anyone else in connection with the deaths.
Neighbours have told Radio New Zealand the Sunset Road area is plagued by crime and gang activity is well established.
One resident, Margaret Nahu, says many people are afraid to let their children play outside.