According to Bolivar County Deputy Coroner Murry Roark, the incident occurred at
116 S. Illinois Central Ave.
Jessie Martinez, 51, shot and killed his girlfriend Polly Hart, 45, before Martinez turned the gun on himself.
"Martinez was still alive when I arrived at the scene but he died shortly after at the Bolivar Medical Center," said Roark.
The plan had been to airlift Martinez to the University Medical Center in Jackson but he did not survive.
Hart was pronounced dead at the scene.
Roark said Martinez called his nephew and admitted to shooting Hart, then offered his belongings to the nephew and alerted him of his plan to shoot himself.
The unnamed nephew immediately called Roark, who was the first to respond to the incident.
The Bolivar County Sheriff's Department also arrived on scene.