Brandon Thomas, 29, is wanted on charges of aggravated murder in the deaths of 31-year-old Adam Bostic and 28-year-old Betty Thomas.
Their bodies were found tied up around 1:30 at a home on Knott Street.
Two preschool age girls were also found in the home, but police said they were not hurt.
A motive for the shooting has not been released.
Investigators report Thomas may be driving a green or gray 1995 Ford Explorer with Ohio plates GBG 9532.