The girls, aged three and 10 years, went missing last evening and were rescued this morning from a footpath at Manas Marg, police said.
A search was launched by police after the girls' aunt filed a complaint at Chanakyapuri police station.
The girls told police they were not happy with their aunt who used to force them to earn money by performing dance and acrobatics at traffic signals.
Police said the children will be produced before Child Welfare Committee before any further action is taken.