The incident took place at Kothe Khyala village here and the deceased have been identified as Jyoti (28) and her neighbour Balbir Kumar (21), they said.
According to preliminary investigation, the duo entered into a relationship few months back and the matter was brought in the knowledge of the people in their village, who raised objection, they said.
Fearing insult, both of them took the extreme step, police said, adding the matter is under investigation.