The shooting happened after 7am this morning between a Mercedes Benz dealership and the Gautrain station, according to Rekord Centurion.
Police said the 54-year-old man had been waiting his wife, 40, outside the dealership where she works, and shot her three times upon arrival.
The man was believed to have shot himself in the head shortly afterwards.
Both were declared dead at the scene.
A family member reportedly said the two had four children who are now orphans.
Investigations are on-going.