Two lifeless bodies lay in an isolated house in Lachapelle-sous-Chaux (Territoire de Belfort), away from the village.
A 64-year-old man and a 58-year-old woman were found dead on Tuesday at their home, Belfort public prosecutor Eric Plantier said on Wednesday.
Both victims had gunshot wounds.
It is a relative of the couple who made the macabre discovery at the beginning of the afternoon, according to the daily L'Est Républicain.
The house is at the end of a stone path that winds through fields.
The closest neighbors, located 500 m from the scene of the tragedy, saw or heard nothing.
"We were surprised to see so many gendarmerie vehicles passing in front of our house," they explain in the columns of the regional newspaper.
The couple's two dogs were also killed, the prosecutor said.
A possible "feminicide followed by suicide"
L'Est Républicain evokes a possible "feminicide followed by suicide" but Mr. Plantier did not wish for his part to make "any comment on the elements of the investigation, covered by secrecy, nor therefore on the working hypotheses. ".
The mayor of the town went to the scene, as well as the public prosecutor.
The investigation, carried out by the gendarmes of Belfort, will have to determine the circumstances of the tragedy.
In June, a 48-year-old man and his 39-year-old ex-wife were discovered lifeless in Paris (17th century).
The man would have killed her before killing himself, under the eyes of an infant.