They were found on Cat and Kittens Lane in Bushbury at 12:30 GMT, near the junction with Greenfield Lane, said West Midlands Police.
A dog found in the vehicle has been taken to a vet to be checked over, said police.
The deaths are not being treated as suspicious.
Officers are working to trace and inform their next of kin.
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The entrance to the nearby Greenfield Golf Club was sealed off by police.
A West Midlands Ambulance Service spokesman said: "Crews found two patients, a man and a woman, both of whom were inside a car.
"Unfortunately it quickly became apparent that nothing could be done to save either of them and they were confirmed dead at the scene."
The bodies of a man and a woman have been discovered in a car in Wolverhampton.