Authorities say 23-year-old Irvin Serghei Robles-Nunez and 21-year-old Danitza Michelle Calderon were involved in the shooting death early Saturday of 34-year-old Manuel Alvarez-Rivera.
They say the couple fled with their son, 4-year-old Irvin Robles Jr. in a 2003 white Pontiac minivan bearing Arizona license plate number BEC8420.
Authorities say Calderon is pregnant.
Deputies believe Robles-Nunez and Alvarez-Rivera got into an argument before the victim was shot with a .22 caliber handgun.
They believe the family is heading to Nogales, Mexico.
The Maricopa County Sheriff's Office says both adults are considered armed and dangerous.