John Sheridan's, Wife's Deaths Lead to Investigation by NJ Attorney General

PHOTO: People file past a portrait of John and Joyce Sheridan, into a memorial service for the couple at the War Memorial, Oct. 7, 2014, in Trenton, N.J.PlayMel Evans/AP Photo
WATCH Mystery Deepens Over Death of John and Joyce Sheridan

The New Jersey attorney general's office is launching an investigation into the mysterious deaths of a couple who were close friends with Gov. Chris Christie.

Police found the bodies of John Sheridan and his wife Joyce Sheridan inside their home last September when a neighbor called police to report a suspicious fire.

"I believe my neighbor's house may be the beginnings of a fire," the neighbor told a 911 dispatcher.

The deaths were initially deemed a murder-suicide, but a source close to the investigation told ABC News that the Sheridans were stabbed several times with at least three different weapons.

Police have only retrieved two of those weapons, according to the source.

The investigation by the attorney general's office will be parallel to the police's investigation. The office has sent investigators to provide "additional manpower and expertise" to local police amid concerns over the progress detectives have made, officials said.

"They sense and know and understand there's a lot of frustration and people feel like we should just know," said family spokesman Tom Wilson. "They understand that this isn't for lack of trying on the part of law enforcement."