"It appears that some hard and blunt weapon was used in killing of both the man and the woman. The cause of death would be assertained after post-mortem," Commissioner of Police R P Sharma told reporters.
The slum dwellers, however, said family dispute could be the cause of the double murder.
The injured woman was identified as Dulu Tudu. She was sent to Cuttack hospital.
While the deceased were yet to be identified, local people said they had come to the slum recently and working as daily labourers.