The victims were identified as Acting Insp. Kelly Johnson, 40, who was off-duty at the time, and retired superintendent David Lucio, 57.
Police Chief Murray Faulkner said at a news conference that both were shot before the van they were travelling in crashed into Acting Insp. Johnson's downtown apartment building early today.
Police rushed to the scene after receiving calls that a vehicle had crashed.
London police spokeswoman Const. Amanda Pfeffer says officers arrived to find Acting Insp. Johnson and Mr. Lucio with life-threatening injuries. They were transported to hospital, where they were pronounced dead.
Chief Faulkner says Acting Insp. Johnson's service pistol was found inside the van, but it was not known who pulled the trigger.
Police said Mr. Lucio was the driver and Acting Insp. Johnson was the passenger.
Chief Faulkner said the sequence of events early Thursday is now the focus of the police investigation.
He said Acting Insp. Johnson and Mr. Lucio had a relationship, but did not provide details.
Const. Pfeffer said London police are struggling to come to terms with the tragedy.
“It's really difficult to talk about the mood here,” she said. “It's a very sombre atmosphere, and certainly this is a very tragic event for all of us.
“It's one of the most difficult days that I can remember in the history of the London Police Service.”
Mr. Lucio was a 35-year veteran of the police force and retired in 2004.
Acting Insp. Johnson had attained the highest rank of any female officer in the force and was set next week to assume the position of inspector. She had been in charge of the force's sexual assault and child abuse section.
Several people called police shortly after midnight to say a van had hit a downtown apartment building. Some witnesses told the London Free Press they heard what sounded like gunshots and a loud bang.
“It was awful, just gruesome” said Jenn, a resident of a nearby apartment who did not want to give her last name. “A bunch of us were banging on the windows because the doors were locked.”
Police and ambulances arrived soon after, she said.