Two bodies were found at a house near Castlepoint and the deaths were being treated as suspicious, police said.
"The two people involved were known to each other and police do not believe there is any further risk to the community," police said.
"No one else is being sought in relation to this incident."
Police said they were likely to be at the scene for a number of days while they investigate "exactly what occurred this morning".
The Armed Offenders Squad had assembled near a property at Tinui, between Masterton and Castlepoint.
A Wellington Free Ambulance spokeswoman said they were called to a private address at 5.10am after a call to 111. Two ambulances were sent to the property.
A police spokeswoman said officers were deployed shortly after 5am.