Police said officers were called to a home in the 1000-block of 1st Street West, north of the Kindersley Hospital, just after 10 a.m. for a report of a firearm being discharged.
The call came in from a person inside the home who had fled, according to police.
A perimeter was set up by RCMP and all schools in Kindersley were put in hold and secure modes.
Officers entered the home at roughly 3 p.m. and located a man and woman, who were both dead. Their names, ages and causes of death were not released.
No one else was inside the home, RCMP said.
Police believe there is no risk to public safety thus far.
The perimeter set up in the area of Highway 21 to the west, Highway 7 to the north, south to the hospital, and east to Main Street has re-opened.
A perimeter surrounding the home continues as the RCMP major crimes unit investigates.
Kindersley is approximately 185 kilometres southwest of Saskatoon.