Doubly excited states have nowadays become important in technological applications, e.g., in increasing the efficiency of solar cells and therefore, their description using ab initio methods is a great theoretical challenge as double excitations cannot be described by linear response theories based on a single Slater determinant. In the present work we extend our recently developed Hartree-Fock (HF) approximation for calculating singly excited states [M. Tassi, I. Theophilou, and S. Thanos, Int. J. Quantum Chem. 113, 690 (2013)] in order to allow for the calculation of doubly excited states. We describe the double excitation as two holes in the subspace spanned from the occupied HF orbitals and two particles in the subspace of virtual HF orbitals. A subsequent minimization of the energy results to the determination of the spin orbitals of both the holes and the particles in the occupied and virtual subspaces, respectively. We test our method, for various atoms, H 2 and polyene molecules which are known to have excitations presenting a significant double excitation character. Importantly, our approach is computationally inexpensive.