The teenagers were gunned down as they were chased down an alleyway in the Fishermead area of the Buckinghamshire town shortly after 10pm on Thursday.
Detectives have ruled out the killings as gang-related and revealed the pair were known to officers, but for only low-level incidents
The 19-year-old, named locally as Mohammed Farah, died at the scene while the second man, aged 18, died yesterday afternoon after being taken to Milton Keynes Hospital with a gunshot wound to the head.
The uncle of Mr Farah, Rashid Hirad, told reporters his nephew had been in hiding for the past few weeks. He said the teenager had been beaten up and his mother had moved to Birmingham in an attempt to avoid trouble but he kept returning to Milton Keynes to visit friends.
Mr Hirad said: “She decided to move from Milton Keynes to Birmingham because she wanted to run away from these people but she couldn’t, all the time he is coming back to Milton Keynes to visit friends and at last it happened.”
Det Supt Rob Mason, leading the investigation for Thames Valley Police, said: “Clearly we are at the very early stages of our investigation into this incident, which happened at Fishermead Boulevard. I appreciate that residents will feel concerned about this incident. However, there is a large and highly visible police presence in the area.
“I also appreciate that there will be a lot of rumour and intrigue in the community. However, we are at the very early stages of this investigation and as such cannot speculate on possible reasons for the attack.
“We believe that the victims in this incident are friends, but we do not know if the offender is known to them.”