The bodies were found in an apartment in the Las Lagunas area of Mijas after authorities were alerted to the location by a local resident.
Neighbours contacted the Spanish Police after a “bad smell” was noticed coming from the apartment.
Emergency Services were called and the bodies of a 26-year-old woman and a 34-year-old man were found. Details of the cause of death are still unclear but it is reported that drugs may have been involved in the deaths. Blood was also found in other parts on the apartment.
Details of the couple remain unclear, as is the relationship between the deceased and the apartments Finnish owner.
A post mortem is due to be performed this Friday to confirm cause of death and an investigation is underway.