An internal police investigation will probe the handling of interactions with the daughter and ex-wife of Mark Bombara, who had fled "out of fear of their lives".
Bombara killed Jenny Petelczyc, the friend of his ex-wife, and her 18-year-old daughter Gretl Petelczyc in their Floreat home, before taking his own life.
His daughter, Ariel Bombara, claimed WA police ignored her repeated warnings that her father was dangerous and possessed several guns.
Bombara believed his ex-wife had been staying at the Floreat house.
Ms Bombara said their pleas for help were "were repeatedly ignored" and they had been "repeatedly failed" by police.
WA Police Commissioner Col Blanch rejected the force didn't act after they were approached by the women.
"To say nothing was done is wrong. A lot was done," he told ABC radio.
Federal Social Services Minister Amanda Rishworth said an investigation into what went wrong was an appropriate measure.
Minister Amanda Rishworth described Ms Bombara's statement as incredibly powerful. (Lukas Coch/AAP PHOTOS)
"It certainly seems that she (Ms Bombara) did not get the response that she needed from police," she told ABC News Breakfast on Wednesday.
"So it's right that the Western Australian government looks into this and it's right that the police commissioner looks at what could have been done in this circumstance to prevent this tragedy."
Ms Rishworth praised Ms Bombara's decision to speak out and said her statement had been "incredibly powerful".
"It requires an enormous bravery, particularly at a time when she would be grieving, to speak up and make these comments," she said.
"Her urge for action is also very powerful."
Floral tributes outside the Perth house where two women were shot dead. (Aaron Bunch/AAP PHOTOS)
WA Police Minister Paul Papalia said police did not receive any formal record of complaint from Ms Bombara and her mother about violence in the weeks leading up to the shooting.
"I understand that, the police were approached by Ariel and her mother, and what they reported did not meet the threshold for application of a police order," he said.
"The premier has asked the police commissioner and me to look at that.
"My personal view is there is a need to lower the threshold."
Greens Senator Dorinda Cox, a former police officer from WA, said independent oversight of the investigation into the murders was needed as she didn't trust the police.
"Police investigating police is not the best practice solution," she told ABC's RN.
"It's in everyone's best interest that we make that a quite a public space to have this conversation.
"It's not about blame, and it's not about criticism, it is about actually getting to improvement in the system, improvement in our responses, and saving the lives of women and children in this country."
Senator Cox said the nation was at "crisis point" with a disproportionate amount of women dying across the country.
Deputy Liberal leader Sussan Ley said all options needed to be on the table to make sure an incident like that in Perth doesn't happen again.
"Women everywhere feel like they have been failed and they have, we have failed women everywhere," she told reporters in Canberra.
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