'The worst scream': Police probe relationship of pair found dead in Melbourne home

Police are working to establish the relationship between a man and woman found dead inside a home in Melbourne's bayside area.

Police were called to a property on James Street in Mordialloc just before 11am yesterday where they found the bodies of a 41-year-old Mordialloc woman and 38-year-old St Kilda man.

The discovery came after one of the victims' colleagues called triple zero. It's understood they went to the address when one of the victims failed to show up to work.

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There was a heavy police presence this afternoon, with most of the street cordoned off to the public.

Police are investigating the exact circumstances surrounding the incident, however they say that at this stage detectives are not looking for anyone else in relation to the matter.

Detective Inspector Scott Dwyer said the pair were known to each other but the exact nature of the relationship was yet to be determined.

"It's early in the investigation but at this stage whilst we keep an open mind we are not looking for anyone else involved," Dwyer said.

Dwyer said the officers who attended the callout were "quite affected" by the scene.

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"This is a really tragic incident and would have been really traumatic for the person who located the male and female inside," he said.

Police are working to notify next of kin, Dwyer said.

A neighbour was working from home when the police operation unfolded.

"I just heard a lady scream, like a really awful - the worst scream I've ever heard," she told 9News.

"It really extended along and I just thought 'Oh my God, someone is really in trouble or hurt'."

Anyone with information is urged to call Crime Stoppers on 1800 333 000.