Danbury police believe a husband and wife died when one of them shot the other and then shot themselves.
Police say the parents leave behind young children, who were in the Danbury school system.
Danbury police are not releasing the names of the married couple in their 30s found dead in their home Monday afternoon. Police say the apparent murder suicide is pending further investigation by the medical examiner.
"It's a tragedy. There's no other way to say it," said Detective Capt. Mark Williams.
Danbury police say they got a call for a welfare check on Clayton Road Monday afternoon after family members hadn't heard from the young couple for two days.
"When peering through the window, they observed someone laying on the floor bleeding," said Williams.
Police say they got in through a window and found two people dead from gunshot wounds. A gun was recovered at the scene.
"It appears at this time that one person turned the gun on the other and then turned the gun on themselves," said Williams.
Police say the couple recently moved to Clayton Road after living in Danbury for a few years.
"We have no reason to believe there's anyone else involved in this," said Williams.
Police are still investigating why this happened, but they have an idea.
"Unfortunately, holidays tend to bring out a little darkness, and we have an increase in suicides this time of year," said Williams.
Police say the couple leaves behind three children ages 9-13. They are now in the care of family members. Police say the children were at school when their parents died.
Police say there are resources to help. The 988 Suicide and Crisis Lifeline is a hotline for people in crisis or for those looking to help someone else.