Lalita (34) was murdered by her brother-in-law Sunil Kumar, who later committed suicide by shooting himself after his family disapproved of their relationship, police said.
Their bodies, sustaining bullet injuries, were recovered in an objectionable position from a room of the house, according to circle officer Nishang Sharma.
The bodies have been sent for post-mortem and investigation is underway, Sharma said.
According to the woman's husband Rajive, his younger brother had established an illegitimate relationship with his wife, and the family opposed it.