It happened around 4:00 p.m. Sunday on the 1300 block of Fletcher Avenue.
Officers arrived to find a woman in her 30s dead from gunshot wounds to the face and chest.
According to a witness, a man left the home shortly after the gunfire and fled in a van.
Two hours later, police found 38-year-old Anthony Serody, the woman's ex-boyfriend, in the van on the 8600 block of Mario Lanza Boulevard in Southwest Philadelphia. Authorities say he was dead from a self-inflicted gunshot wound.
The woman's identity has not yet been released.
Police believe it was a domestic situation but the incident remains under investigation.
A spokeswoman for the Delaware County district attorney's office says the victim was involved with another man.