Police in the United Kingdom are probing the tragic deaths of two young children, who allegedly died at the hands of their Canadian mother on Wednesday night.

The Daily Mail reported Felicia Boots, a former hairstylist in Canada who moved to the United Kingdom, was in police custody following the discovery.

The children, a boy and a girl, were reportedly 10-weeks-old and 14-months-old, respectively.

Husband Jeff Boots arrived at the family's home in an affluent London enclave to find that the couple's two children had been smothered, the paper reported.

The 34-year-old investment banker also discovered that his wife had tried to injure herself.

Neighbours heard him cry: "My lovely son, my beautiful daughter. They have gone. Help me, help me, help me."

The paper reported that the mother, who is in her 30s and worked as a jewellery designer, is being questioned by police.

The Canadian couple moved to their picturesque, $2-million-home only two weeks ago.

While in London, the mother operated a fashion-centric website called Pink Tangerine.

On her website, she describes herself as a Canadian-born stylist "pursuing a dream."