Police chief Carl Sferazza says police are treating the case as a murder-suicide.
The man and woman were sitting in the car at about 11 a.m. near the Rite Aid story in a plaza on Palomba Drive when the shooting occurred.
Sferazza described the couple as middle aged. They were taken to Baystate Medical Center in Springfield, Mass., where they were pronounced dead.
Police have not released their names.