Pictures from Chopper 11 HD showed police cars and other emergency vehicles parked in front of the home. There was yellow crime tape up around the yard up onto the porch of the house.
Police have identified the couple involved as Robert and Amber Seymore.
The Holly Springs Police Department is investigating the incident as a murder/suicide, Autopsies will be performed by the medical examiner's office to determine the exact cause of death.
Police said the couple had three children. Two of the children - ages 6 and 8 - were at school at the time. A 2 year old was home in the house. Amber Seymore's mother discovered the bodies and called 911.
Police said Amber Seymore call 911 on Thanksgiving. She told operators that her husband may have been having an affair and that he was a gun owner.
Neighbors said Robert Seymore was a retired law-enforcement officer from California. The family had lived in Holly Springs for about two years.