"The lifeless bodies of two police officers were discovered on the morning of December 30, 2015, in their residence," the Wednesday statement says.
Special Representative of UN Secretary General Ban Ki-moon in Haiti Sandra Honore expressed condolences to the families and friends of the victims, according to the statement.
"An investigation was opened by a team of officers of the PNH [Haitian National Police] and MINUSTAH agents to determine the exact circumstances of their deaths that must have occurred on the night of December 29-30, 2015," MINUSTAH said in its statement.
Last week, UN Secretary General Ban Ki-moon expressed concern over political uncertainty in Haiti.
The Provisional Electoral Council of Haiti had postponed the second round of presidential elections in the country for January amid fraud allegations. Originally, the second round was scheduled for December 27.