The pensioners, both of whom were suffering from cancer, had left a note stuck to their front door explaining that they wanted to end their life.
The note was discovered by a neighbour in the building in Vienna's Döbling district who called the police to break into the apartment.
The married couple - a 78-year-old man and 74-year-old woman - were discovered by police on Monday morning in their home.
The couple both died from gunshot wounds although the exact time of death is still unclear, according to police.
“Both announced that due to difficult illnesses they wanted to end their life,” police spokesperson Roman Hahslinger told the Kurier.