The bodies were found in an area under the Civil Lines Police Station, Superintendent of Police (SP) Ombir Singh said.
They were killed last evening and it is suspected that the woman was raped near the Vehelna Chowk, SP Singh said. The bodies have been sent for post mortem, he added.
Get the latest election news, live updates and election schedule for Lok Sabha Elections 2019 on ndtv.com/elections. Like us on Facebook or follow us on Twitter and Instagram for updates from each of the 543 parliamentary seats for the 2019 Indian general elections.