Officers responded just after 8:30 a.m. to the area of Olivia Lane and Audubon Avenue after getting a ShotSpotter alert.
Officers found two victims with gunshot wounds. Bennell Garner, 39, and Latesha Pearsall, 32, both of Goldsboro, were taken to UNC Health Wayne and then transferred to ECU Health in Greenville.
Both victims were listed in critical condition.
The incident appeared to be an isolated event with no ongoing threat to the public, police said.