There are reports that gunshots were heard in the area where two women's bodies were found in the sea off Wellington's south coast , but police are not sure if they are connected with the deaths.

Police said they could not rule out foul play in the deaths of two women found dead yesterday morning. A member of the public spotted the bodies and dragged them to shore.

Detective Senior Sergeant Shane Cotter would not reveal if the bodies have gunshot injuries but wants anyone who may have been shooting in the Princess Bay area overnight on Saturday to contact police, Newstalk ZB reported.

Speaking to National Radio this morning, Senior Sergeant Cotter said the names of the two women would probably be released later this afternoon after relatives in New Zealand and overseas have been informed of their deaths.

He refused to comment on reports that the two women were facing murder charges nor would he say whether the pair were related.

However he confirmed that one woman was in her 50s and the other appeared to be older.

It was reported yesterday they were a 75-year-old who previously lived in Levin and her 51-year-old daughter, from Wellington.

They had been facing murder charges relating to the death of a 77-year-old Levin man, who was found asphyxiated in his Paisley St home on February 5.

The names of all three had been suppressed by the courts.

A passer-by found both fully-clothed bodies near the shore at Te Raekaihau Point, between Lyall Bay and Houghton Bay, about 11am today.

Mr Cotter said it appeared the bodies had been in the sea for less than 24 hours but they could have been dead longer than that.

They had injuries consistent with abrasions from rocks, but he said police were "not speculating" on causes of death or when or how they entered the sea.

"The weather in Wellington was a light northerly, not rough, and it's a relatively flat area, so doesn't appear these people have fallen off a cliff,"

It is believed police will consider a double murder, murder-suicide, or suicide pact.

"We are keeping an open mind to all options," Mr Cotter said.

Autopsies were due to be carried out today.

A car belonging to one of the women was found parked nearby and when its contents were inspected, it lead to their identification, Mr Cotter said.

Police are appealing to members of the public who may have been in the area between dusk on Saturday and 11am Sunday to pinpoint a time when the hatchback, a blue Toyota Corsa, may have arrived at the beach.

A member of the public told a policeman guarding the scene that they heard a gunshot, but it was unclear if this was related to the deaths, Mr Cotter said.

Other residents reported hearing screams yesterday evening.

The Spirit of Wellington coastguard boat, the Westpac rescue helicopter and the police dive squad were called in to search the sea to ensure no other bodies were still in the water and to look for other items of interest.

Police cordoned off the road from Houghton Bay Rd to Hungerford Rd and spoke to walkers, motorists and cyclists who had been in the area.

- NZPA