Philadelphia police were called to a home on the 2800 block of Mercer Street around 1:30 p.m. after no one had heard from the residents.
Uniformed officers made entry into the home and found a 58-year-old man and his daughter suffering from gunshot wounds.
Inspector D.F. Pace said investigators believe the shooting happened several days before the bodies were discovered.
"Based on what we found, it appears the incident, the shooting itself, may have occurred several days ago," Pace said.
Police believe the father shot his daughter before turning the gun on himself. Both were pronounced dead at the scene.
"What might have motivated a father to turn the gun on his daughter and then on himself, it is still under investigation at this time," Pace said.
The discovery shocked neighbors in the quiet, family-oriented neighborhood.
"It's shocking, surprising, very much so," one neighbor said. "This little nook, this little area right here is very quiet, so very family oriented."
The investigation remains ongoing. Police have not released the identities of the victims.