Police said the man and woman, both aged in their 20s, presented to Auburn Hospital with stab wounds about 1.50pm.
Their injuries are believed to be serious.
The man was taken to another hospital for further treatment.
Police have established a crime scene at Rookwood Cemetery.
9News understands three people have been arrested at the cemetery.
A black Mercedes has been seized from the scene for forensic testing.
Anyone with information can contact Crime Stoppers on 1800 333 000.
