They have been named as the daughter of a US congressman and her husband.
A third person also was killed during the attack, Lionel Lazarre, head of a Haitian police union, told The Associated Press on Friday.
The killings followed an ambush as the trio left a youth group activity held at a church in the community of Lizon in northern Port-au-Prince, on Thursday evening.
Violent gangs control 80% of the Haitian capita. A police force from Kenya is awaited as part of a UN-backed deployment aimed at quelling gang violence in the troubled Caribbean country.
The couple were Davy and Natalie Lloyd, according to a Facebook posting from Natalie Lloyd's father, Missouri state Rep. Ben Baker. The name of the third person killed wasn't immediately available.
"My heart is broken in a thousand pieces," Baker wrote on Facebook on Thursday. "I've never felt this kind of pain. Most of you know my daughter and son-in-law Davy and Natalie Lloyd are full time missionaries in Haiti. They were attacked by gangs this evening and were both killed. They went to Heaven together."
The couple worked for Missions in Haiti Inc. The Oklahoma-based organisation was founded by David and Alicia Lloyd, Davy Lloyd's parents.Â
The mission did not immediately respond to a request for comment. It runs a school in Lizon for more than 240 students that it opened in September 2008, according to its website.
A Facebook posting on the Missions for Haiti page late Thursday stated that Davy and Natalie, along with children, were leaving a church when "they were ambushed by a gang of three trucks full of guys."
The posting said Davy Lloyd was taken to a house, where he was tied up and beaten. Another gang showed up as a shooting broke out.
The posting said Davy, Natalie and the third person, listed only as Jude, went to a house, but gangs "shot all the windows out of the house and continue to shoot. Their lives are in danger."
Three hours later, another posting from Missions in Haiti read: "Around midnight: Davy and Natalie and Jude were shot and killed by the gang about 9 o'clock this evening. We all are devastated."
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