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The incident took place around 6:52 a.m. Friday in a second-floor apartment on 77th Street in Queens, said New York City Police Department Chief of Detectives Dermot F. Shea.
According to Shea, one of those killed, a 31-year-old woman, called 911 and said "I've been shot by my boyfriend" and " to send the police."
The caller stops talking but the line is left open so the operator could hear loud noises coming from inside the apartment, Shea said.
Officers responded to find a locked door but heard at least 10 gunshots coming from inside. After calling for backup, they forced their way inside found the woman dead with at least one gunshot wound to the head, and the off-duty Yonkers officer shot at least once and with two injuries to his back that may be stab wounds, Shea added.
The officer is currently undergoing surgery but is expected to survive police said.
Officers also found a 47-year-old man, believed to an ex-boyfriend, dead with a gunshot wound to the head with a firearm located in close by.
Shea added that the department had been to the area several times beginning on Monday with an incident involving the three and a car being keyed.
The Yonkers Police Department said the officer has been with the department for more than four years.
"The Yonkers Police Department offers its sincere condolences to the families of the victims and their colleagues," the department said in a statement.
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