Police were called to the home at 1330 South Ferdinand Street where a 28-year-old woman and her 13-week-old child were found shot around 10 a.m.
Medics pronounced both dead at the scene, but their names have not been released.
Friends say Hicks dated the slain woman for the past nine years, and were talking about getting married soon.
"I would have never thought in a million years this would happen," said friend Bianca Robinson. "I know she was happy to be a mom. I thought he was happy to be a dad."
Neighbors say the victim grew up in the area, and worked at a radiologist's office.
"We used to call her 'Olive Oyl' because she was tall," said neighbor Bob Thomas.
Police haven't released a motive, but said they want to question Hicks. Officials said Hicks should be considered armed and dangerous.
Anyone with information should call 911 or, to remain anonymous, call Crime Stoppers at 1-800-222-TIPS send a text to CRIMES (274637). Police say your text message should include "TIP486″ in the message.
A $1,000 reward is being offered for information leading to an arrest and charges.
Police have cordoned off the area around the home while detectives collect evidence and talk to people who knew the victims.