Police said the woman was "known to the man" and they both lived at the same Bedford St home.
Detective Senior Sergeant Warwick McKee said the man's death appeared to be related to a "family violence incident".
"I would like to reassure the community that they are safe and that police are not looking for any other person in regards to the death.
"Police are currently completing a number of inquiries and a scene examination to determine what happened at the address.
"We are working closely with the community and are engaging with the families affected by this tragedy."
He asked anyone who may have heard "any noise or activity" coming from the home, or any suspicious activity, to contact police.
Anyone with information could contact police on 04 381 2000 or through Crimestoppers on 0800 555 111.
Meanwhile, police were called to a separate incident on Gibbons St in Upper Hutt about 1am today.
They had received reports that someone was threatening others with a knife.
When police arrived they searched a nearby house and found a woman with "critical knife wounds".
She was taken to Wellington Hospital to undergo surgery.
Another person was also found with cuts and received medical treatment at hospital, police said.