Police arrested a former employee, according to news reports. The victims were a man and woman who both worked for Cheli's Chili Bar, officials said. They were found shortly after 9 a.m. ET on the restaurant's second floor, said police spokeswoman Yvette Walker.
A former employee was arrested, the Detroit Free Press and Detroit News reported. Earlier, Police Chief Ella Bully-Cummings told the Free Press that "a former disgruntled employee" may have been responsible.
The newspapers identified the victims as Megan Soroka, 49, of suburban Dearborn, and Mark Barnard, 52, of Detroit.
Soroka was a manager and Barnard was a cook, the papers said.
Police also questioned other employees in the restaurant at the time of the killings, believed to be shortly before 9 a.m. The three-story building sits next to Comerica Park, home of the Detroit Tigers.
"We are deeply saddened by the tragedy that occurred at our establishment this morning," Chelios said in a statement. "Our hearts go out to the families of the victims - they were wonderful employees and were part of our family."
Chelios opened the sports bar and restaurant in 2005. The establishment, which has a banner honouring former Red Wings captain Steve Yzerman hanging from an exterior wall, had been expected to have a busy night Tuesday because of a ceremony at Joe Louis Arena honouring Yzerman.
The restaurant planned to remain closed Tuesday night, said spokeswoman Jennifer Cooper.
Chelios, who did not play in Detroit's 2-1 win against Anaheim on Tuesday night, will not travel with the team Wednesday so he can deal with matters at his bar, coach Mike Babcock said. The Red Wings play in San Jose on Thursday.