The pair's attacker also took their son hostage and told negotiators he had pledged allegiance to the self-proclaimed Islamic State, or IS.
He was killed by police commandos when they moved to end the siege.
French authorities have identified the attacker as 25 year-old Larossi Abballa.
Prosecutors say he had been jailed in 2013 for helping militants go to Pakistan and had been under surveillance at the time of the attack.
The Frenchman stabbed 42 year-old policeman Jean-Baptiste Salvaing repeatedly outside his house in Magnanville, a suburb 60 kilometres west of Paris.
He then barricaded himself inside the house, holding the officer's partner, Jessica Schneider, and their three-year-old son.
Inside the house, the attacker uploaded a 12-minute video pledging allegiance to IS.
After police commandos stormed the house and killed him, they found Ms Schneider dead.
The boy was found unharmed but in a state of shock.
Paris prosecutor Francois Molins says police found significant items at the scene.
"The detectives focused on this carried out investigations and consultations, which enabled them, most notably, to seize a list of targets naming personalities or professions -- rapper, journalist, police officer and public personality. They also seized three telephones, three knives and, most notably, a bloody knife that was on the table."
The secretary general of the police union, Yves Lefebvre, has described the attack as an assassination.
"The police today are horrified. We've never seen anything like it. It's the first time one of our colleagues was killed outside of service. He was killed in a cowardly way outside his home, followed by his wife, also his colleague. She worked at the interior ministry. She was also killed in front of their three year-old child. It is horrifying."
France has been under a state of emergency since last year's Paris attacks and on high security alert for the Euro 2016 football tournament.
President Francois Hollande says the nation is dealing with an extremely high terrorist threat.
"France is not the only country concerned, as we've seen in the past few days in the United States, in Orlando. But we've also seen it in Europe and other countries around the world. France is confronted by an extremely high terrorist threat. Everyone here remembers what happened in 2015, in January, then in November."
IS has claimed responsibility for the attack.
That comes just days after it also claimed responsibility for the killing of 49 people at a gay nightclub in the United States city of Orlando, Florida.
White House spokesman Josh Earnest says US officials have been in touch with French authorities.
"Our counter-terrorism partnership is critical to the national security of both of our countries. So I would anticipate that the United States will do what we can to assist French authorities as they conduct this investigation."
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