The bodies were found in an upscale building shortly after 5 p.m. Saturday, with a semiautomatic gun nearby, police Sgt. Kevin Hayes said. It was unclear when they had been shot.
A neighbor, William Glenn, said his wife heard popping noises Friday night but thought nothing of it.
Investigators did not know whether the three were related or whether any of them lived in the eighth-floor apartment, Hayes said. Their names were not released.
The 46-year-old woman had been shot once in the face and once in the torso and the 57-year-old man had a gunshot wound to his torso, police said. Both of them were found on the floor.
The third person, a 55-year-old man, was found in a chair with a gunshot wound to his head, police said.
Police were also investigating the death of a 24-year-old man who was found unconscious with head trauma Saturday night outside an Upper West Side apartment building about a mile and a half away. Police said the victim had exited a moving SUV that came to a stop nearby.