Officers found 38-year-old Jonathan Rivera fatally stabbed in the first-floor hallway of a building in the Mott Haven area at around 6.40am on Sunday.
Authorities say that the bodies of 33-year-old Hanoi Peralta and 5-year-old Kayden Rivera were then found inside a first-floor apartment where they lived.
Both the mother and child were pronounced dead at the scene.
Officials say that an autopsy will be carried out to determine the exact cause of death and that an investigation is ongoing. No one has yet been arrested in the case.
The killings took place just hours after the couple went to a “paint and sip” date night, according to The New York Post.
“What happened to them doesn’t make any sense,” family friend Eusebio Baez told the newspaper.
“The night before, I spoke to [Jonathan Rivera]. He was at a paint and sip with his girlfriend … They posted on social media having a good time.
“He was showing everyone, ‘Look how much better her painting is than mine.’ They were both happy.”
According to the newspaper, the couple had split up around a year ago but had been dating again and were trying to mend their relationship.
“She lived here but he’d come over to babysit the kid, clean the house and make sure everything was good when she got home from work,” added Mr Baez.“He used to bring her out when we had parties and little get-togethers. She was a sweetheart.
“He was so proud of her. He loved that woman so much. He worked his ass off just for his kids and spent any little money he had left over. He would spoil her.”