The Scotsman has learned the woman lived in a small one-bedroomed flat on the nearby Royal Mile in Edinburgh.
Forensic teams were last night searching her property, which is around the corner from The Scotsman Hotel where the bodies were found in a sixth-floor suite on Thursday afternoon.
Officers wearing protective suits entered the second-floor flat at World’s End Close on Friday afternoon.
They had cordoned off access to the narrow passageway and were seen searching inside and outside the area. Neighbours told how they saw them remove mail and open all the windows of the property.
Police have said the unexplained deaths were linked to a “chemical incident” and reports suggest the pair, both thought to be in their forties, took their own lives using home-made cyanide. Sources said both were believed to have come from Eastern Europe.
There were also unconfirmed reports that a lengthy suicide note was found in the suite near to where the bodies were discovered at 12:15pm on Thursday.
Neighbours told The Scotsman that an Eastern European woman had lived in the rented property for several years and her partner was there often.
A neighbour, who asked not to be named, said he had not seen the woman for several days.
“We first noticed officers around the close on Thursday but didn’t think too much of it until Friday, when about seven or eight people in white scene of crime suits arrived,” he said.
“Another of my neighbours spoke to police and said they have opened all of the windows because they thought there was a gas inside the property. Police removed the mail as well.
“We realised that something serious had obviously happened and we thought it was an odd coincidence after what happened at the hotel. Now we know it’s linked we’re obviously fairly shocked. I don’t know the woman well but she is in her forties and has a partner.
“They were very quiet and kept to themselves. It’s a very strange story really and immensely sad. Booking into an expensive hotel just up the road and then doing what they did.”
Fraser Millward, 32, from London, is staying in a rented flat for a festival show and said that officers cordoned off the area yesterday afternoon.
“I saw about ten police officers gathered discussing things but they wouldn’t tell us anything. The officer I spoke to said there was nothing to worry about,” he said.
Hotel guests were evacuated from several floors of the hotel – which was believed to have been full at the time – with many left waiting outside for more than seven hours.
It is understood the pair had stayed at the hotel for several days and had been due to check out the day they were found.
The pair are understood to have been discovered in bed and staff raised the alarm after finding what was described as an “unidentified substance” in the room.
Fire crews wearing protective chemical-proof suits were seen going in and out of the building for most of the day and were understood to have been checking if there was a risk to the public as a result of the chemicals found in the room.
A Police Scotland spokesman said: “Police in Edinburgh are carrying out inquiries at an address in the Royal Mile area as part of their ongoing investigation into the death of a man and woman at The Scotsman hotel. It would be inappropriate to comment further at this time.”
Sources close to the investigation said it is thought the pair may have mixed two liquid substances to create a toxic vapour which led to their deaths and sparked the chemical response.
Emergency services have been specially trained to respond to chemical suicides due to an increase of such instances in recent years.
The Scotsman hotel is located on North Bridge close to the Royal Mile and a short distance from Princes Street.
Sandra Didlake, 70, an American guest staying on the floor above where the deceased couple were found, said she noticed a “horrible smell”, coming through the lift on Wednesday.
“It was so bad that you couldn’t breathe. It was getting in our room. I said to my sister, ‘wouldn’t it be terrible if there was a dead body in a room?’,” she said.