The man who returned from a family funeral to find his ex-wife and his new girlfriend had both been murdered issued a brief statement on Thursday.

Toronto sports radio broadcaster Rick Ralph said the past few days have been a time "of enormous grief for the families of the victims."

He went on to ask for privacy and said he will not comment further "out of respect for the integrity of the police investigation."

Ralph returned to Toronto from Nova Scotia after attending his father's funeral only to learn that Julie Crocker, his girlfriend of a few months, and his ex-wife Paula Menendez were both found dead in a Markham home Monday morning.

Chris Little, 35, was charged with two counts of murder in relation to their deaths. He is the estranged husband of Crocker.

York Regional Police investigators are trying to unravel the mystery of what happened. On Wednesday they said "complicated relationships" are behind the slayings.

Both victims were found inside Crocker's Markham home. Crocker had been stabbed in the throat and Menendez, 34, was strangled, police said.

Police believe the murders were committed sometime Sunday night or early Monday morning. Investigators allege Little called 911 from Crocker's home at about 3:30 a.m. Monday.

Crocker and Little had two children aged four and three. Both young girls were found in the home when officers arrived. The children were unhurt and sent to stay with relatives.

Little reportedly has said he is innocent. He made a brief court appearance on Tuesday, represented by lawyer John Rosen. Little is scheduled to appear in court again on March 9.

Meanwhile, Crocker will be laid to rest on Friday. Her funeral will take place at Central United Church in Unionville.