McNair and Kazemi had been together just two days earlier, when she was pulled over driving a 2007 Escalade registered to her and McNair. She was arrested on a DUI charges, and he was allowed to leave in a taxi.

The bodies were discovered by McNair's longtime friend, Wayne Neeley, who rents the condo in the upscale Rutledge Hill neighborhood with McNair.

Neeley then called Robert Gaddy, who had been friends with McNair since they played at Alcorn State. Gaddy alerted authorities.

"People have certain things that they do in life," Gaddy told The Associated Press on Sunday. "We don't need to look on the situation at this time (but) on the fact we just lost a great member of society."

Cook said he was not aware that McNair was seeing Kazemi, a woman whose name the agent learned about through reports of the shooting.

"It doesn't make any sense. I don't know what to say," Cook said.

Police said a witness saw McNair arrive at the condo between 1:30 and 2 a.m. Saturday and that Kazemi's vehicle was already there. The condominium is located within walking distance of an area filled with restaurants and nightspots, a few blocks from the Cumberland River and within view of the Titans' stadium.