District judge Joan Lefkow, found her 64-year-old husband, Michael, and 90-year-old mother, Donna Grace Humphrey, lying in a pool of blood in her basement with single gunshot wounds to the head.
The house had been broken into and two .22 calibre casings were found on the floor, suggesting an execution-style murder.
Ms Humphrey was disabled and could walk only with the assistance of two sticks. Neighbours told the Chicago Tribune that they had seen Ms Lefkow run into the street screaming after discovering the bodies.
Chicago police warned against rushing to conclusions about the motive for the murders or identity of the killer but attention inevitably focused on the white supremacist movement.
Within the past two weeks, federal agents in Chicago received a bulletin saying the Aryan Brotherhood might be planning to harm "law enforcement and their families". Monday was the 12th anniversary of the raid on the cult compound in Waco, Texas, which has become a rallying point for rightwing militia groups, and the Lefkows have long been targets.
Details about the couple, who had been married for more than 30 years and have four daughters, are posted on a several anti-semitic websites.
On white supremacist internet forums yesterday there were photographs of Ms Lefkow's husband and daughters, as well as excerpts from Michael Lefkow's biography, taken from the website for his law office.
Some postings dated yesterday had news articles about the killings with the comment "Rahowa!", meaning "racial holy war". Others warned website contributors not to "say or do anything stupid" and speculated that the government was behind the killings.
Last year the white supremacist Matthew Hale was convicted of soliciting an undercover FBI agent to kill Ms Lefkow, after she fined him over the name used for his church, which had been copyrighted by another religious group in Oregon. Hale presumed that one or both of the Lefkows were Jewish; they were in fact active in their local Episcopalian church.
The Lefkows received police protection after Hale's arrest in 2003 and security at their home was stepped up, including the use of a surveillance camera and undercover guards. Once Mr Hale was convicted in April, the security was relaxed.
"We sat down and deemed the threat was no longer viable," said Shannon Metzger, a spokeswoman for the US marshal's service. The judge had taken part in the meeting, and Ms Metzger stressed that protection would have been continued had she wanted it.
It is unlikely that Hale, 33, was directly involved. He is awaiting sentencing under special measures designed for suspected terrorists, introduced after the September 11 attacks. His only contacts with the outside world are fortnightly visits from his parents, who are allowed to spend an hour each with him in the presence of an FBI officer.
"We know the police will look strongly [for] an extremist connection in this case," Adam Schupack of the Anti-Defamation League told the Chicago Sun Times.
"While Matt Hale's Creativity movement has largely fallen apart, we know that he still has followers who are out there and who are potentially violent."
In 1999 Benjamin Smith, one of Hale's followers, went on a shooting spree, targeting black people and Jews in Chicago and Indiana, in a rampage that left two dead and nine wounded before he killed himself. When Hale heard the news, he was caught on tape laughing and imitating gunfire.
Ms Lefkow's association with Hale started the year after when the Oregon-based TE-TA-MA Truth Foundation, more commonly called Church of the Creator, sued Hale after he called his church an identical name.
Ms Lefkow ruled in Hale's favour, but a federal appeals court in 2002 overturned her decision, finding that Hale's group had violated the Oregon church's trademark.
In October 2003, Ms Lefkow imposed sanctions of $200,000 against Hale when he continued to use the name despite the appeal court ruling. Federal prosecutors alleged that dispute led him to seek to have her killed.
Detectives were searching for clues in the cases over which the judge has presided. Ms Lefkow was questioned for hours by police and then returned to the home with detectives on Monday night to help with the investigation.
Charles Kocoras, chief federal judge for the northern district of Illinois, said: "All of us are horrified by the murder of Judge Lefkow's husband and mother. Nothing can prepare us for such a stunning, tragic event."