Police were called to a property in west London on Friday afternoon where they found a 30-year-old man dead on a first floor roof in Westbourne Park Road.
His death is being treated as unexplained, the Metropolitan Police said.
The following day police went to Landor House, in Westbourne Park Road, to inform the man's next of kin.
But on entering the house just before 1.30pm they discovered the bodies of a man and woman. They were pronounced dead at the scene.
Both are believed to have died in suspicious circumstances and a murder investigation has been launched.
Formal identification has not taken place and a post-mortem examination will take place in due course.
Next of kin have been informed of the deaths, but police have not released the names of the victims.
No arrests have been made, but police are not looking for anyone else in connection with this incident at this stage.
However they stressed that enquiries continue.