Ontario's Special Investigations Unit is probing the circumstances surrounding the death of a man late Monday in Markham, just north of Toronto.
The agency says it happened after York regional police responded to a call on Cottonwood Court, near Leslie and John Streets.
The SIU says during the incident police opened fire and the man was hit by at least one bullet.
York regional police say officers discovered a woman with injuries consistent with stab wounds.
The 50-year-old man and 47-year-old woman both died of their injuries at the scene.
The SIU is conducting an investigation into the actions of police, while York regional police are investigating the woman's death.
Neighbour Tony Dong told CTV Toronto it was not the first time police were called to the home for a domestic disturbance.
"That couple had trouble for some time and . . . the police came and the ambulance too, some time ago."