The incident happened at the Strelitzia Street home early Thursday morning.
Police spokesperson, Warrant Officer Gerda Swart, says its alleged that the 36-year-old female constable was off-duty when she was involved in a heated argument with her security guard husband.
"Shots were heard and police were summoned to the scene. On arrival police found both victims with gunshot wounds and both were declared dead on the scene. Jeffreysbay Police are investigating an Inquest docket and a case of murder," Swart said.