Police said McNair, 36, died of a fatal gunshot wound to the head in downtown Nashville. A female victim was also found dead at the scene.
According to Don Aaron with the Metro Nashville Police Department, no suspects have been taken into custody. Several people have been taken to police headquarters for questioning.
"We are saddened and shocked to hear the news of Steve McNair's passing today," said Titans owner, Bud Adams in a statement Saturday. "He was one of the finest players to play for our organization and one of the most beloved players by our fans. He played with unquestioned heart and leadership and led us to places that we had never reached, including our only Super Bowl. Our thoughts and prayers are with his family as they deal with his untimely passing."
McNair, known as "Air" McNair, led The Titans to Super Bowl XXXIV during the 1999 season, losing to the St. Louis Rams when a potential game-tying touchdown on a pass from McNair to Kevin Dyson came up a yard short of the end zone. He later spent two seasons with the Baltimore Ravens, ending his NFL career after the 2007 season.