Trooper Stu Recke says the man and woman were found by Muhlenberg County Sheriff's Deputies after one o'clock Tuesday afternoon.
State troopers, who haven't identified the victims because their families have not been notified, say the man and woman were found and had gunshot wounds.
The Muhlenberg County Coroner’s Office pronounced both subjects dead at the scene. An autopsy is set for Wednesday at the Kentucky State Medical Examiner's Office in Madisonville.
Investigators say they are waiting for the autopsy to determine what happened in the home, but they are not searching for a suspect at this time.