The existence of new particles decaying in a jet or lepton pair is probed with the Run II data collected by the Tevatron p anti-p collider at s**(1/2) = 1.96 TeV. Searches performed on both jet and lepton data collected by the CDF and D0 detectors do not show signs of any new resonance within the considered mass range. The sensitivity achieved by these searches leads to 95% C.L. limits on the production cross-section times branching ratio for axigluons, flavour universal colorons, excited quarks, colour octet techni-rho, E_6 diquarks, new gauge bosons and Randall-Sundrum gravitons. Excluded mass regions for these models are also computed.