The victims were found in a car at Willoughby and Woodward Avenues in the Ridgewood section of Queens just before 10:30 a.m.
Police identified the victims as 47-year-old Leonard Archipolo, and 23-year-old Yomarya Santiago.
No weapon was recovered at the scene, police said.
Investigators said surveillance video shows the car parking, and then a person getting out of the back seat.
The victims were found in the front seats. They were shot in the back of the head.
Archipolo has been identified as a neighborhood resident who walked his dog through the cemetery.
The car was running and the headlights and right turn signal were on, police said.
Archipolo is said to have an extensive criminal record. He had 8 prior arrests for rape, robbery and drugs.
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