Neighbors reported hearing gunshots between 8 a.m. and 9 a.m. Friday, the newspaper said.
Julian King, the 7-year-old grandson of Hudson's mother, was reported missing. Police said he was taken from a house in Chicago in a white 1994 Chevrolet Suburban sport utility vehicle that records indicate is registered to Hudson's brother.
Police said the boy might be with William Balfour, who they identified as a suspect in the deaths, the Sun-Times said. Balfour, 27, was paroled in 2006 after serving time for a variety of convictions including attempted murder and vehicular hijacking.
"Officers responded to a call of two people found unresponsive," Chicago Police Department spokesman John Mirabelli told Usmagazine.com. "They discovered a male and a female that had sustained fatal gunshot wounds. Right now, our investigation is a double homicide. We understand family members are on the scene."