The women were the boy's mother and sister. Police found the bodies in their home four blocks away from the boy's school. A man covered in blood and 4-yeard-old boy were also found inside. The 4-year-old boy was unharmed.
The man, who had unspecified injuries, was held for questioning while police investigated the scene. His identity was not immediately known.
Police said the 9-year-old boy was uninjured when he arrived at Mabel Hoggard Elementary. School principal Celese Rayford declined to comment, and Clark County School District spokeswomen provided no immediate information about the student or whether the other 457 students in grades kindergarten through 5 were told about the case.
Police awaited a warrant to enter and retrieve the two bodies Monday afternoon.
The Associated Press contributed to this report