Jesse Baird reportedly told friends he saw a shadowy figure at the foot of his bed in the months before he and partner Luke Davies were allegedly murdered.
The person fled before they could be identified, and the break-in was not reported to police.
Baird and Davies were allegedly killed last Monday by serving NSW Police officer Constable Beau Lamarre-Condon, Baird’s ex-partner.
He remains in custody after he was charged with their murders on Friday.
NSW Police Commissioner Karen Webb issued a statement yesterday afternoon addressing the investigation.
“I would like to extend my heartfelt condolences to the families and friends of Luke Davies and Jesse Baird. It is difficult to comprehend the grief and pain of their loss,” she said.
“I acknowledge this week’s events are distressing for many and I share the sadness and shock about the alleged nature of Luke and Jesse’s deaths.
“I understand there are many unanswered questions and while I cannot comment on the matter before the courts, I can reassure Luke and Jesse’s loved ones, and the people of NSW, that we are working around the clock to find those answers.
“I ask the community to have patience as police work to determine what happened.
“As our investigation continues, I would ask anyone who has information that could assist, to please come forward and contact us.”
The search for Baird’s and Davies’ bodies will resume this morning.