The incident is being investigated as a murder-suicide.
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Henry Okong'o and his wife Lydia were found with gunshot wounds in separate rooms in their Jersey City house on Monday morning.
A family member found their bodies.
According to Daily Nation local authorities are investigating the incident as a murder-suicide.
There are no clues as to who could be responsible.
Some neighbours believe that the shooting could have been a case of domestic violence.
“Most of us who knew the couple very well know that they have had a tough marriage,” said Dr George Omburo, one of the SDA church elders and one of the Kenyans who live there.
Kenyans are speculating whether Okong'o killed his wife then turned the gun on himself.
Dr. Omburo stated that neighbours had heard the couple arguing on Sunday night.
However, reports from neighbours also indicate that the Okong'os were a "lovely couple" who kept a well-maintained home.
Lydia worked as a nurse while Okong'o owned laundromat businesses.
They leave behind three children- who may have been in the house at the time of the shooting but were found unharmed.
Okong'o and his wife's murder comes months after another Kenyan. Patricia Miswa who was pursuing a Master’s in Creative Writing at University of Minnesota, was found dead in her room.