The house is located on the outskirts of Wilson, but has an Elm City postal address.
The sheriff's department said someone called about a missing person around noon on Monday.
When officials arrived, they found 43-year-old Charlene Jones Leake, of Wilson, and 61-year-old John Henry Little, who lived at the house, in a front room.
The sheriff's department said it was a double homicide and that the two were acquaintances.
Neighbor Johnny Batchelor called the circumstances strange for the area.
"There is a lot of crime in area, out and about, but in this area, you don't hear much about it," he said.
Officials called the scene "grisly" but did not give more details.