The shooting was reported at 8:46 p.m. at 16th Street and South Van Ness Avenue, spokeswoman Officer Giselle Talkoff said.
A woman was pronounced dead when officers arrived and a man was pronounced dead after being taken to a hospital, Talkoff said.
Both the man and the woman appeared to be in their 20s or 30s. A person who lives nearby says the victims had been living on the street.
Police are searching for the suspect and have not yet determined a motive.
The area around the intersection will be blocked until officers complete an investigation of the shooting, Talkoff said.