Those victims were identified as 38-year-old Ruth Webb and 42-year-old Robert Morrow of Markleville.
About six hours later, officers found a van parked a couple miles away and discovered 39-year-old Johnny Webb of Middletown dead inside from an apparent self-inflicted gunshot wound.
Police said it appears Johnny Webb shot his ex-wife and Morrow, then shot himself a short time later in the area about 30 miles northeast of Indianapolis. Ruth Webb and Johnny Webb divorced in April, Henry County Prosecutor Joe Bergacs told The Associated Press. He said authorities hadn't been aware of any trouble.
Ruth Webb's 17-year-old daughter lived with her but police said she was at a friend's house Monday night.
"I'd see them out front in the evening in the yard, sitting at that picnic table," Lora Jarvis, 48, told The Indianapolis Star. "They'd wave when they'd drive past. They always seemed real nice."
Jarvis said she didn't hear anything suspicious until emergency crews arrived.
Kenny Addison, 39, who was mowing a vacant lot near the house where the couple died, said he remembered Ruth Webb from his days at Shenandoah High School.
"It's kind of tough, especially when you know the victim," Addison said. "It shakes a community like this. Things like this don't happen around here. It makes you think twice about life before you go to bed at night. It's pretty messed up."