Satyabhama Mahajan (24) and Vinod Ragar (30) took the extreme step late last night, Shoket Ali, Circle In charge, R K Puram police station said.
A suicide note was found at the spot in which the couple held nobody responsible for their action, he said.
The police said Vinod had yesterday visited Satyabhama's house and took her with him on the pretext of going to a temple.
The man was running a private business, while the woman was searching for a job, they said.