The bodies of a husband and wife were discovered at a farmhouse in Dunkeswell.
The couple have been named locally as Michael and Nicola Beck - police haven't confirmed their identities.
Officers have been conducting house-to-house enquiries and post mortems are due to be carried out.
The former farmhouse had been up for sale recently for over a million pounds.
Mr and Mrs Beck also had a home in the Chelsea area of London.