Officers reportedly got a call at about 5:30 p.m. after two adults were found dead in the 3600 block of Dike Road.
At the scene, police said they found a man and woman confirmed dead with gunshot wounds.
The woman's body was found inside a car, while the man's body was found close to the shore, officials said. Police reported finding them about four miles out on the five-mile-long dike and closed Dike Road from the four-mile marker to the end.
According to investigators, evidence at the scene indicated that the pair arrived at the beach together in the same car. It appeared the woman had been fatally shot inside the car, police said. The man's gunshot wounds appeared to be self-inflicted, authorities said.
Police said there were no witnesses to the shooting. The investigation is ongoing.