Police say they received a call on Mondy at about 4:30 p.m. from a woman saying she was worried about the wellbeing of her friend.
When police arrived to conduct a welfare check on the home on Shipman Avenue they found both women stabbed to death.
Police say the suspect knew the victims but stopped short of saying who the person of interest may be.
"There was a broken window in the back," said Yonkers Police Commissioner John Mueller. "We do not know if that was forced entry. We don't know if this was a person who was let inside or wasn't. We are still running that down, it’s a possibility. This appears to be an isolated incident."
The investigation is ongoing. Police say they have a number of leads at this time.
They have not identified the women but did say one of them worked for Yonkers public schools.