Police are investigating a suspected suicide pact after three people apparently threw themselves from a high-rise block of flats in Glasgow.

The identities of the two men and a woman were still unconfirmed last night, but unofficial reports said that they were Kosovan nationals whose applications to stay in the UK had been rejected.

The bodies were found yesterday morning at the foot of a tower on the Red Road complex in the Springburn area of north-east Glasgow. Several witness reports, later categorically denied by Strathclyde police, said at least two of the three were tied together when they fell.

The flats, many of which are unoccupied, were among the highest in Europe when they were built in the 1960s.

Elizabeth Neilson, 42, who lives in the opposite block, said: "I opened my blinds and saw them lying there this morning at about 8.30am. I saw the concierge standing there and three bodies on the ground. I phoned the concierge and he said he couldn't say much, but that three people had thrown themselves off the verandah."

Pieces of furniture were found scattered near the bodies and one theory is that the three might have used the materials to climb over a partition closing off a balcony.

Forensic tents were set up at the scene to cover the bodies, which were taken away in an ambulance shortly after 4pm yesterday, as police continued to examine the scene and make inquiries to establish the identities of the dead. Investigators said there did not appear to be any suspicious circumstances and also dismissed rumours the three had been pushed.

Willie Bain, Labour MP for Glasgow North East, said: "This is a devastating, terrible incident. From what I've been told it was three young people of Kosovan nationality who moved into the property around two months ago. I have had no Kosovans contacting me with asylum concerns. My understanding is that Kosovans' asylum claims have been dealt with a long time ago."

Bain said he was particularly shocked as he had attended a "productive" meeting at the Red Road flats on Saturday between asylum seekers and local residents.

All eight of the tower blocks, which are more than 30 storeys high, are due to be demolished in a phased programme to begin shortly.

The flat where the three were living, part of a block at 63 Petershill Drive, is currently let to YMCA Glasgow, which houses asylum seekers and refugees who are seeking leave to remain in the country, including people from Kosovo, the former Soviet Union, Iran, Iraq, other Asian nations and Africa.

Joe Connolly, chief executive of YMCA Glasgow, said: "This is a very, very tragic event. It's being investigated by the police and we will of course co-operate with them. It's devastating."

A Home Office spokesman said officials were in contact with Strathclyde police, although it is the responsibility of local police to release details of the incident. The Home Office is involved in all asylum claims in Scotland.

The 1960s Red Road complex is one of the city's best known landmarks and featured heavily in the 2006 British film of the same name, directed by Andrea Arnold. At the time of their construction, the 31-storey blocks were the highest in Europe. Glasgow Housing Association, which owns the flats, said: "We are very saddened to hear about the tragic incident. The police and the emergency services are continuing their inquiries and we are helping in every way we can."

A spokeswoman for Strathclyde police said: "Police are currently at the scene dealing with the incident. Inquiries are ongoing to establish the identities of the three people involved and postmortem examinations will take place in due course to establish the exact cause of death.

"However, at this time there do not appear to be any suspicious circumstances."

<Blighted estate: From dream homes to nightmare

Once heralded as the answer to Glasgow's overcrowded tenements, the infamous Red Road flats are now widely regarded as a classic example of poor urban planning.

At the time of their construction in the early 60s, the eight soaring steel-framed blocks were among the highest buildings in Europe and were seen as a radical solution to the slum living of postwar Glasgow.

But the complex's fortunes dived during the depression-hit 1970s as the blocks became a byword for crime, drugs and social isolation. Young families complained that they had become stranded in the towers, two of which reached 31 storeys high.

In the 1980s, two of the worst blocks were handed to YMCA Glasgow as part of efforts to uplift the area and banish Red Road's poor reputation. A concierge was introduced to the remaining blocks and crime levels reduced dramatically.

The following decade brought a major demographic shift as the Government's dispersal policy saw thousands of asylum seekers sent north of the border to relieve pressure on hard pressed councils in London and the south east.

YMCA Glasgow took on many of the new migrants, among them refugees from Kosovo, the Horn of Africa and Iraq. Newcomers were initially met with hostility from some of the area's residents but the problems have waned over the last few years.

The remainder of the blocks were later transferred to the Glasgow Housing Association.

The flats were immortalised by the award-winning 2006 film Red Road. In 2007, French tightrope walker Didier Pasquette crossed a 53m wire strung between two of the blocks .

All eight blocks are set for demolition this spring – which will dramatically alter Glasgow's skyline.

Aidan Jones

• This article was amended on 8 March 2010. Detail was included in the original article which did not comply with the Guardian's guidelines on reporting suicide, in particular the need to bear in mind the risk of encouraging others. This detail has been removed.