One of the women who died in a copycat double suicide pact contacted police to complain she was being harassed, it emerged tonight.
The woman, who has not been named, fled to a flat in Putney, south-west London, owned by a not-for-profit trust that helps vulnerable women.
Neighbours said she appeared scared and was reluctant to speak to people as she kept her curtains drawn night and day.
One said she moved to the affordable bedsit about five months ago from Roehampton to "escape someone" and because of people taking drugs near her home.
Officials at the Independent Police Complaints Commission (IPCC) launched an investigation tonight into the reaction of police to her complaints.
They received a referral from Metropolitan Police detectives after they found records of her contacting the force on a database, it is understood.
The bodies of two women, both believed to be in their 20s, were found at the second-storey flat in Norman Court, Lower Richmond Road, on Thursday morning.
Investigators believe they gassed themselves using a toxic combination of chemicals after sealing doors and windows.
Emergency service workers donned breathing apparatus and protective equipment to enter the flat and examine the scene.
Last week the bodies of Joanne Lee, 34, of Essex, and Stephen Lumb, 35, of West Yorkshire, were found in a car in Braintree, Essex.
Police feared the incident could be one of the first chemical suicides of its type after the pair released a deadly gas and left warning posters.
They met in a suicide chatroom, sparking condemnation of sites that often encourage vulnerable people to take their lives and advise on how to do so.
News of the Putney deaths was posted on one leading suicide site today, provoking a user to comment: "Good for them."
One neighbour claimed the pair dialled 999 to warn police of the danger before killing themselves in the flat.
Retired typist Catherine McGrath, whose flat overlooks the property, said a young woman moved in within the last few months.
She said: "She was a very quiet and private girl. She always seemed very scared and had her windows shut and curtains closed.
"She had moved from Roehampton so I thought I should try and talk to her, but she was always very scared, almost frightened of something.
"On Wednesday night, about 2am or 3am, I heard a lot of noise, like somebody doing DIY, drilling and banging.
"It might be a coincidence but it is not the sort of thing you expect at that time of night."
Neighbour Suzanne Viggers said the dead tenant was a loner who was obsessed with suicide.
She said: "One of the women rented the flat. She moved in about five months ago. She kept herself to herself and was very private. I don't know who the other girl was. I believe she was a friend.
"We've been told by someone that knew her very well that she had become interested in suicide ideas and had been collecting chemicals to kill herself.
"Apparently she was supposed to be meeting a friend this morning, but when she didn't turn up the friend became worried and called the police. It's all very sad."
The block is owned by Women's Pioneer Housing, an organisation that provides affordable one-bedroom and bedsit properties for single women.
Chief executive Janet Davies said the deaths were "completely unprecedented" and staff are eager to reassure other tenants.
Catherine Johnstone, of Samaritans, said: "Suicide is a rare and extreme act, undertaken by vulnerable people in acute crisis.
"Offering people appropriate emotional support can help people come through a suicidal crisis and make the difference between them choosing to live and deciding to die."
A Metropolitan Police spokesman said it is believed the women died of "chemical poisoning".
He said: "The deaths are being treated as unexplained, and at this stage there is no evidence of suspicious circumstances."
An IPCC spokesman said: "The Independent Police Complaints Commission is to investigate contact between the Metropolitan Police and one of the women found dead at an address in Putney.
"The matter was referred to the IPCC and following an assessment an independent investigation has begun.
"We are currently awaiting further information from the Metropolitan Police and hope to be able to release further information in due course."
* The Samaritans can be contacted on 08457 909090.