It turns out Kam McLeod and Bryer Schmegelsky did record a video message on a cellphone.
The two men from British Columbia were the subject of a lengthy manhunt, suspected of killing three people in northern BC earlier this month.
Their remains were eventually found in the bush in northern Manitoba. The pair shot themselves.
The Toronto Star is the first to report the existance of the video, confirmed by a family member.
Reporter Alex McKeen was on The Rush and says we don't know how long the video is but family members have been shown a 30-second portion in which the men lay out what they want done with their remains.
"There is still a lot of unanswered questions. What the RCMP has told us is they're doing a complete review of the investigation into all of the deaths and they plan on releasing some information, first, to the families and then to the public once that review is complete."
It's unclear if McLeod and Schmegelsky provide a motive which is the central question surrounding this case.