The two victims of the double murder in Boston have been named as 26-year-old Charlotte Piccaver and 26-year-old Darren Harwood.
Detectives have a further 36 hours in which to question a 41 year-old man who has been arrested in connection with the murders.
Both victims were stabbed to death at an address in Red Lion Street, Boston just after 5am on April 21.
Three people were injured following the assault.
Charlotte Piccaver died at the scene and Darren Harwood was taken to Boston Pilgrim Hospital for treatment, but also died a short time later.
A 24-year-old local woman has been treated for less serious injuries at Boston Pilgrim Hospital.
Lincolnshire Police have been carrying out house to house enquiries.