Russell said as far as she knew, Balfour was living with his girlfriend, with whom he is expecting a child. The Tribune reported that police had interviewed her and that her account contradicted Balfour's alibi the day of the killings.
Russell's husband Joe said he had been "very dismayed" by the slayings. "I've never seen this kind of violence before," he said about his neighborhood of 17 years. "They were nice people."
The tragic events come just before Jennifer Hudson was scheduled to embark on a world tour today to promote her self-titled debut album with its chart-topping single, "Spotlight."
Hudson, whose star had been on the rise after she was ousted on Season 3 of "American Idol," was featured in the summer blockbuster "Sex and the City" and stars in the film "The Secret Life of Bees."
In 2007, she hit superstardom with her debut film role in "Dreamgirls," earning a best supporting actress Academy Award for her role as rising singer turned down-and-out single mother Efie White -- a role Hudson said she always wanted to play.
The singer also recently announced her engagement to David Otunga, best known for his stint on VH1's reality show "I Love New York."
ABCNews.com's Luchina Fisher, Imaeyen Ibanga and Scott Michels contributed to this report.