Three vehicles were involved in the crash on the A68 in Midlothian, near the Edinburgh City Bypass, at 03:15.
A man and woman in the same vehicle died at the scene and another man was taken to hospital with serious injuries.
The A68 was closed between Salters Road and the Millerhill junction, with local diversions in place.
Police have appealed for witnesses to the crash, which happened north of Pathhead, to contact them.
Two people have died and another was seriously injured after an accident on the southern outskirts of Edinburgh.