Investigators suspect that Geeta Sharma, 45, first shot dead 45-year-old Badrish Dutt with his service revolver and then committed suicide.
They were living together for the past one year.
"Both had gunshot injuries," Gurgaon Police Commissioner Alok Mittal told reporters.
The bodies were found in Sharma's house in R D City in Sector 52 of Gurgaon this morning. The incident might have happened between 1 AM and 4 AM, investigators said.
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"From this, we suspect that Sharma first shot at Dutt and then committed suicide. Further investigations are on," a senior police official said.
Dutt was separated from his family and believed to be in a relationship with Sharma, who was recently arrested in a forgery case and released on bail from Tihar jail after spending about three weeks behind bars.
Delhi Police sources said a Crime Branch team had arrested Sharma in March following allegations that she had forged letters of the Union Home Ministry.
Sharma remained in jail for 20 days during which Dutt apparently did not visit her. Differences emerged between them after the arrest, the sources said.
The incident came to light after Dutt's colleague in Special Cell landed up in the house after the inspector did not respond to phone calls. Meanwhile, a friend and a domestic help also reached the spot when they failed to contact him.