The victims, both employees of Cheli's Chili Bar, appeared to have been killed before the restaurant opened, deputy police chief James Tate told the Detroit News.
"We believe, just based upon the information right now, that it is a former disgruntled employee that may be responsible for these two murders," Police Chief Ella Bully-Cummings told the Detroit Free Press.
Police were questioning other employees who were in the restaurant at the time of the slayings in a three-story building next to Comerica Park, home of the Detroit Tigers.
Police and representatives of the Red Wings did not immediately return calls from The Associated Press seeking additional comment. Chelios could not be immediately reached.
Chelios opened the restaurant in 2005.