It happened at a home in the 100 block of Quail Roost Farm Road.
Investigators are waiting for autopsy results. They are hoping it will provide some clue about what happened to 37-year-old Wendi Lou Chase and 58-year-old Donna Lloyd.
A friend found their bodies Monday inside their home.
Chase, was a former staff assistant at the Duke School of Medicine. She was recently in court for a speeding ticket.
Lloyd was due in court next month for lying to investigators about methadone pills she had allegedly given to a Roxboro man who is now facing drug charges.
Detectives are calling the deaths "suspicious," but they say there's no evidence of foul play or a break-in.