Kaveh Tabatabaeim, 50, stabbed his ex-wife to death in a Markham home on Cottonwood Court late Monday.
Not long after, police fatally shot him.
The SIU is now investigating, and friends of the slain woman, Nasrin Toreihi, are bemoaning the tragic end to a doomed relationship.
Toreihi's close friend, Shiva Maghsodi, told CityNews the victim feared that her ex-husband would one day harm her.
"She told me, 'He's going to come and kill me one night.' She said that, because he doesn't want a divorce," she said through a stream of tears.
"She was my best friend. I can't believe it."
Maghsodi said the couple separated two years ago and have been divorced for a year.
Compounding the tragedy is the fact that the couple's teenage daughter witnessed the violence.
She ran onto the street pleaded for help after her mother was stabbed.
"She was saying 'Help, help, please get my mother from inside the house...I need my mother,'" said neighbour Kasra Donighi.
Another neighbour who didn't want to be identified said the couple had been having problems for quite some time, adding that police were seen at the residence in the past.
York Regional Police officers were called to the house near John and Leslie streets, around 11 p.m. Monday, reportedly for a domestic dispute. When they arrived they found Toreihi, 47, inside with fatal stab wounds.
Officers then confronted Tabatabaeim, who was reportedly armed with a knife. An altercation ensued and fatal shots were fired.
Both the man and woman were pronounced dead at the scene and their bodies were removed from the home Tuesday morning.
The SIU has assigned four investigators and three forensic investigators to the case. The watchdog probes incidents involving police that result in serious injury or death.
Anyone with information is asked to call the SIU at 1-800-787-8529 ext.1935 or Crime Stoppers at 1-800-222-TIPS.