The girl's family had organised a dinner last night ahead of her marriage in which the boy and his family were invited, police said.
The girl, unwilling to marry the person chosen by her family, fled with the boy to his house around midnight after the feast.
Following this, two bothers of the girl along with a relative reached the boy's house at Haladiapadara on the outskirts of the town and asked her return but she refused.
Their bodies were recovered by the police lying in a pool of blood from the house in the morning.
Berhampur Superintendent of Police A K Singh said the accused were absconding. The girl's father was detained and investigation was on.