Kankakee County Chief Deputy Coroner Bob Gessner says the two victims have been identified as 55-year-old Sue Price and her daughter, 22-year-old Brianne Price.
The third person's name has not been released.
Gessner says he pronounced all three dead around 7:50 Tuesday morning.
Undersheriff Brad O'Keefe says sheriff's officers were called to the home just before 7 a.m. and one of them heard a single gunshot when he arrived.
The three bodies were found in the same room. Autopsies are planned for tomorrow.
The Kankakee Daily Journal report that authorities were called to the home on Sunday in response to a domestic dispute, but no arrests were made.