Rimvydas Liorancas, the man suspected of killing Birmingham couple Avtar and Carole Kolar is believed to have left a suicide note in his prison cell which refers to the murders, it has been revealed.
The letter could prove a crucial piece of evidence when police present their findings to the Kolars’ inquest.
Investigations are now underway to discover how Lithuanian national Liorancas managed to kill himself in jail.
It is understood that he wasn't assessed as being at possible risk of suicide.
It has also emerged Liorancas was arrested after he tried to sell items belonging to the Kolars to a garage worker.
Mr and Mrs Kolar, who had been married for 40 years, were found in their Handsworth Wood home on January 10 by their son Jason, 37, an officer with West Midlands Police.
Liorancas was arrested six days later and charged with murder.
An inquest heard how Liorancas was found dead at HMP Woodhill in Milton Keynes when warders unlocked cells on Saturday morning.
Opening and adjourning Liorancas's inquest, the Milton Keynes Coroner Tom Osborne said an investigation into the death had been launched by the Prisons and Probation Ombudsman.
Meanwhile, a Birmingham Labour MP has urged the Home Office to investigate claims that Liorancas had entered Britain without a passport after previously being deported.
Perry Barr MP Khalid Mahmood said he was "flabbergasted" to learn that Liorancas had been allowed to return to the UK and was apparently working as a builder.
Mr Mahmood, whose constituency includes the Kolars' home in Handsworth Wood, also said that Liorancas was understood to have had numerous previous convictions when he last entered Britain.
"I am calling for an investigation by the Home Office," Mr Mahmood said. "I believe that he (Liorancas) had been deported a year before and he had a string of legal convictions across Europe and in the UK."
Demanding answers as to whether proper border checks were carried out, Mr Mahmood added: "I am waiting for a response at the moment - it's absolutely flabbergasting that this guy was able to come back without any documentation.
"This brings the whole system into disrepute - what we need are some answers."