It happened around 11:18 p.m. Sunday in the 800 block of Pender Street, near downtown.
According to Cpl. Mike Lewis with the Rocky Mount Police Department, at least two people were shot while inside a car parked in front of one of the victim's house. Both victims -- 22-year-old Randy Levon Elliott and 22-year-old Gregory Demon Freeman -- later died at the hospital.
"I paused for a minute and I heard the shots, my friend -- my sister's baby daddy -- ran outside and seen the bullet holes all over the car," said one of the victim's brother Jamel Hussey said. "I seen the windows shattered and stuff like that. I came out here and I seen it and I couldn't take it."
The police department is currently looking for a white Honda Civic, possibly a two-door with factory hubcaps, that was seen leaving the area at the time of the shooting.
They are also looking into three other shootings in the area to see if they are related.
The case is still under investigation and no arrests have been made at this time. Further details about the incident have not been released.
Anyone with information in this case to please call the Rocky Mount Police Department at (252)972-1411, Twin County Crime Stoppers at (252)977-1111 or Captain Laura Fahnestock at (252)972-1681.