It happened at a building at 165 East 112 St. around 12:30 p.m. on Thursday.
Officials say an ex-boyfriend came to the ninth floor apartment, knocked on the door, and when his ex-girlfriend's 19-year-old son answered, the suspect shot him in the torso and arm.
The suspect then shot the 40-year-old ex-girlfriend in the thigh and the back of the ear, police say.
Both victims are stable at Harlem Hospital.
The 45-year-old man then shot himself in the head and he was taken to the hospital in critical condition where he was later pronounced dead.
He has at least five prior arrests stemming from past domestic violence incidents, with the most recent about a decade ago.
Neighbors said the woman and her ex both grew up in the complex and have a family and friends there, who are devastated and didn't know there was any sign of trouble.
But domestic violence survivor and victim advocate Stephanie McGraw says families and victims sometimes don't know what warning signs to look for.
"Because a lot of times we have people that just don't know how to say 'I'm hurt,' so guns and weapons and violence and knives come out," McGraw said. "So our job is to offer these resources so they no longer have to use such a critical way out."
McGraw said just last year, another woman died after being stabbed by her ex in the same building.
Authorities say they recovered the gun used in Thursday's shooting.
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