The lifeless bodies of the two were found inside their bedroom which had been locked from inside. They were later moved to the mortuary.
Police said they recovered his mini glock gun from the scene. Kiambu police boss Ali Nuno said they are investigating the incident.
It adds the number of people who have committed suicide in the past days, which has hit almost 600 in four months.
On July 31, a prison warden committed suicide in his house in Kamagambo area, Migori County days after he had gone on social media and issued threats to do so.
The body of constable Seth Ojwang, 33 was found dangling from his roof. He was attached to Siaya prisons.
Ojwang had last week threatened to commit suicide over domestic issues he had with his wife.
His family told police they were aware the deceased had issues with this wife and they know it was the cause of the incident.
Police say there has been a spike of incidents of suicide both in civilians and uniformed officers, which is alarming.
A report by the Directorate of Criminal Investigations says at least 500 people have committed suicide in separate incidents in three months (March-June) in the country.
The report added some 409 people were seriously assaulted during the same period, between March and June.
Woman arrested after wheeling dead uncle into a bank to sign a loan