Gamal Sami, 60, and his wife, Nadia, 48, were discovered "drenched in blood" by Nadia's brother Magdy Amin Girgis.
He told the Christian organisation World Watch Monitor the pair were murdered because of their faith.
The bodies of Gamal Sami, who sold mobile phones, and Nadia, who worked for an insurance company, were held later that day at Mar Girgis Coptic Orthodox Church amid tight security.
Police say robbery was the motivation for their deaths, a claim Mr Girgis - who said his sister was still wearing jewellery when he body was found - disputes.
He visited the couple's home last Friday - the day Copts celebrate Christmas - in Minufiyah, which is 70 miles south of Alexandria, after their son said he had been unable to contact them on their mobile phones.
Their murders come three days after another Coptic Christian, Youssef Lamei, was killed in the city of Alexandria on 3rd January.
According to the police, the main suspects for the deaths of Gamal Sami and Nadia are two men only known as Mohammad M and Abd al-Aziz Q.