According to a department news release, the shooting happened during a party around 2:50 a.m. Saturday near Marquette University.
Police say the two male victims began to fight and both ended up getting shot and dying on the scene. Police say the victims are 20 and 21-years-old.
It wasn't clear how many people in custody. In a news release Saturday evening, police said no other suspects were being sought.
The party was near Marquette University. WISN-TV reports Marquette officials say the shooting didn't involve anyone on campus, but an alert was sent to students overnight.