Two British citizens have been shot dead and set on fire in a rented car in Malmo, Sweden, with police launching a double-murder investigation.

Their bodies were recovered by firefighters around 2.00pm local time on Sunday afternoon, in Fosieby Industriområde, an industrial district in the country’s third-largest city.

It is believed that the pair rented a car from Copenhagen Kastrup Airport before crossing the Øresund Bridge which connects the two countries.

The two victims are believed to have been shot before the car was set alight, according to local media.