The couple -- a man and a woman -- were discovered Saturday at the Down Hall Country House Hotel in Hatfield Heath, Essex, The Mirror reported.
Morven Philp said she was at the hotel Sunday morning to take part in the murder mystery event and that she first believed police officers investigating the real deaths were actors.
"There were police and press at the entrance and we thought it was a fantastically realistic event," Philp said. "It was only then that the police told us there had been a real incident and two people were dead."
The victims' names have not been released, but The Mirror said they were London residents. They were discovered by a hotel employee.
Chief Inspector Nick Lee of Essex police said: "As part of the investigation we are trying to focus on what the relationship was between the victims."
Lee said there was very little evidence in the case and the deaths as of right now were labeled as "unexplained."