A Nelson MP says the community is shocked after two people died in a shooting in the suburb of Tahunanui on Friday afternoon.

A man and a woman were found dead at a house on Parkers Rd after a report of a shotgun being stolen in nearby Annesbrook.

Police say the two people were known to each other, and they are investigating the incident.

Acting Tasman District Commander Superintendent Blair Macdonald said it was an isolated incident and there was no ongoing threat to public safety.

However, Nelson MP Rachel Boyack says the seaside suburb isn't used to such incidents, and people are concerned.

"People are reassured there's no risk to public safety but, you know, we have a really caring community and when these types of incidents occur people are really concerned about their friends, their family, their community," Boyack told RNZ.

"Our love and thoughts go to the family and friends of those involved," she wrote on Facebook.

"My thanks to our first responders who do a remarkable job protecting and supporting people during tragic incidents like this one."