The tent and police cordon has been set up in bushes near the car park on Potters Way, by the River Nene.
Officers wearing white forensic overalls were seen working in the car park, as was a fire investigation van.
Cambridgeshire Police said the investigation at Potters Way was connected to the Wootton Avenue murder investigation, confirming that two arrests were made at the scene.
Four people have now been arrested as part of the investigation after Zbigniew Wasiak, 59, died from a single stab wound to his neck on Sunday, September 7.
Two 35-year-old men from Peterborough a 29-year-old woman and a 39-year-old man, all from Peterborough, have been arrested on suspicion of murder. The 39-year-old man and the woman were arrested at Potters Way.
All four are currently in police custody at Thorpe Wood police station.
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