The bodies of a man and a woman in their 30s were found at a property in Spalding on Thursday morning.
Officers attended a property on Winsover Road at 5.32am where two men, aged 29 and 46, were also found. They have been arrested and taken into police custody.
The two men have been arrested on suspicion of murder, but officers are still keeping an open mind over what happened.
Investigating officers are now working to establish what has happened and further details will be released by the force once known. The deaths are currently being treated as unexplained.
The A151 Winsover Road in Spalding was closed on Thursday morning and police said some traffic restrictions are in place.
A scene guard is also in place at the property.
Anyone with information that may assist with the investigation should call 101 or email [email protected] quoting reference 59 of June 25.
Alternatively, it can also be reported through the independent charity Crimestoppers anonymously on 0800 555 111 or online here.