The lion and lioness (above) were brought to the Marghazar Zoo in May 2016 from Lahore Safari Park.
The ministry of climate change in the Pakistani capital said it had convened a commission to investigate the deaths, which it blamed on the careless relocation of animals, shoddy management and poor feeding.
In a statement, the ministry said it was "seriously concerned" about the "intolerable and inhumane" treatment of zoo animals.
The investigation comes as a video circulating online appeared to show a fire inside a lion's cage at the zoo.
Anis Rehman, chairman of the Islamabad Wildlife Management Board, a government agency, said the lion and lioness were healthy when handed over to staff at a private animal sanctuary this week to transport them out of the Marghazar Zoo.
He said his organisation was initially informed that a lion had died apparently due to "humid and hot weather" while being moved. But on Wednesday they learned the lioness had died.
"We have begun an investigation into this matter," Rehman said.
He said animal caretakers lit a fire in the lions' cage to spur them to move them to another cage but that the lions did not die due to suffocation, as reported on some social media.
The lions were brought to the zoo in May 2016 from Lahore Safari Park. They were being transferred on a court order after a finding that the animals were not being properly cared for.
Pakistan also plans to relocate a zoo elephant to a sanctuary in Cambodia after animal rights activists launched a campaign saying the pachyderm that spent three decades in the country was being mistreated at a zoo in Islamabad.
Associated Press / Agence France-Presse
The nearly 200-year-old zoo's finances have been savaged by the coronavirus that shuttered it till June, but its traditional week-long weigh-in will give staff a chance to see how its 19,000 animals have been faring.
Paramedics treated the 35-year-old at the Shoalhaven Zoo, in New South Wales (NSW) state, which has been closed since March 25 because of shutdowns to stop the spread of the novel coronavirus.
Although no PCR test for the new coronavirus was conducted, zoo deputy director Kiran Saleem said the zoo believes the cubs were the victims of the pandemic that has killed 12,256 people in Pakistan.
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