Police have named the man and woman who died in a shooting in Nelson last week.

Police confirmed on Thursday the victims of the September 4 shooting were 48-year-old Nicola Yvonne Perry and 49-year-old Brendon James Perry. 

RNZ reported it understands their deaths are being treated as a murder-suicide.

The pair died in the shooting on Parkers Rd in Tāhunanui.

The alarm was raised when a shotgun was stolen from Hunting & Fishing in Quarantine Road in Annesbrook.

Police earlier said the offender then left the area in a vehicle before officers arrived at the scene.

A short time later, police were alerted to a firearms incident on Parkers Rd. When officers arrived, they found a man and woman dead.

Nelson Bays area commander Inspector Steve Collins said police had finished examining the Parkers Rd property.

"I would like to acknowledge the effect of this incident on the Nelson community, who have no doubt been shaken by this traumatic incident, and thank those who have rallied together to support those affected," he said.

Police said Nicola's family wish to sincerely thank the local Nelson community that have gone above and beyond to help during this incredibly difficult time.

At the time, Nelson mayor Nick Smith said the shooting had left many people traumatised.

"Nelson prides itself of being a safe city and this tragedy impacts on us all. Our hearts go out to all those affected and particularly the families of the deceased," he said.

Nelson MP Rachel Boyack said it was "an extremely sad day for our community".

Police were still making inquiries and gathering information about the shooting, which would be provided to the coroner.

-RNZ and Allied Media