The victims, both employees of Cheli's Chili Bar, were found shortly after 9 a.m. on the restaurant's second floor, said police spokeswoman Yvette Walker.
"We believe, just based upon the information right now, that it is a former disgruntled employee that may be responsible for these two murders," police chief Ella Bully-Cummings told the Detroit Free Press.
Police were questioning other employees who were in the restaurant at the time. The three-story building sits next to Comerica Park, home of the Detroit Tigers.
"We are deeply saddened by the tragedy that occurred at our establishment this morning," Chelios said in a statement. "Our hearts go out to the families of the victims - they were wonderful employees and were part of our family."
Chelios opened the sports bar and restaurant in 2005. The restaurant, which has a banner honouring former Red Wings captain Steve Yzerman hanging from an exterior wall, had been expected to have a busy night Tuesday because of a ceremony at Joe Louis Arena honouring Yzerman.