Authorities in Killeen, Tex., identified the woman as Dawn Giffa, 28, of Kingston, Ont., who was married to the soldier, Atase Giffa, 30, who was stationed at Fort Hood.
Police said Giffa found his wife at a neighbour's place on Sunday night and forced her to return home with him.
Officers responding to 911 calls about gunfire at the neighbour's home found Lydia Farina, 31, and Larry Guzman, 40, dead. Another woman, aged 41, whom police did not name, had been shot but survived. She remained in serious condition, police said.
Police then discovered the bodies of the Giffas at their home.
"They all knew each other," said police spokeswoman Carroll Smith. "Everybody knew each other."
Smith said she did not know who called for help and a motive for the shooting was still not known. However, officers had recently been at the Giffa house for an unspecified domestic disturbance, Smith said.
According to the Daily Times in Watertown, N.Y., the Giffas met when he was stationed at Fort Drum, N.Y.
Fort Hood officials did not immediately provide details about Giffa on Tuesday.