Victims Patrick Kettyle and wife Gillian, both of whom were in their fifties, are reported to have died from severe stab woulds in a violent attack at The Copse in Fetcham, Surrey.
He added: "The Surrey and Sussex Major Crime Team have launched a murder investigation and a significant number of officers are making enquiries in relation to this crime.
"We are still in the very early stages of the investigation but we need to trace a man by the name of Viktoras Bruzas as a matter of urgency.
"Mr Bruzas, is 38 and is originally from Lithuania. He currently lives in the Walton-on-Thames area of Surrey.
"He is believed to be driving a black Mercedes registration AU11 WJY and is likely to now be in the Sussex area but also has connections to Surrey and South East London."
He finished: "I would urge members of the public not to approach him but to call 999 immediately if they know his whereabouts.
"We do believe that the victims and Mr Bruzas were known to each other and it is vital that we locate him as soon as possible.
"We are deploying a significant amount of resources with officers from both Surrey and Sussex Police working on the enquiry but we urgently need to hear from any members of the public who may have seen Mr Bruzas or his vehicle."
TRIPLE COP KILLER RELEASED FROM PRISON
Anyone with information has been urged to contact Surrey Police immediately, or, should they wish to remain anonymous, contact Crimestoppers on 0800 555 111.