The woman was discovered inside a house at 123 Atlantic Street in Central Islip at around 2:30 a.m. Friday.
Police say she was stabbed multiple times. Later, a man was fatally shot inside a house on Waterworks Road just after 8:15 a.m.
The suspect in both deaths was later spotted driving in Suffolk County by a Suffolk County Sheriff's Officer, who took up pursuit.
Authorities chased the suspect into Farmingville, where he crashed into Brother's The Police Store.
The store, which sells police apparel, gear and footwear, is well known to members of local law enforcement.
The suspect was taken to Stony Brook University Hospital in unknown condition.
The incident possibly involved a domestic love triangle.