The bodies of the couple were found with bullet wounds inside a car at Scunthorpe, North Lincolnshire.
Detectives believe Tony Easthope, 34, shot his former girlfriend Lucy Carter, 23, with his own rifle before turning the gun on himself.
Their bodies were found in Mr Easthope's grey Metro car by a neighbour of Miss Carter's early on Saturday.
The rifle was near the car. A post mortem examination revealed both died from gunshot wounds.
Police said the couple had lived together in Scunthorpe for several years and had a two-year-old son Ethan.
Single shot
They split up six months ago and Miss Carter went to live nearby with her son.
On the night she died Miss Carter had left Ethan with her sister and had gone out with friends in Scunthorpe before getting a taxi to a friend's house and then returning home.
A police spokeswoman said: "It is believed Lucy died first - there is no suggestion she took her own life.
"We believe Tony died after Lucy and was killed by a single shot from his own gun.
"Numerous forensic tests are needed to confirm this but at present we are not looking for anyone else in connection with these tragic deaths."
Steelworker Mr Easthope was a registered firearms holder and a member of a gun club. The couple's son is being cared for by Miss Carter's mother.
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