Driver of the road-roller started it without realising that the women were resting underneath, police said.
As the luck would have it, the victims Gangu Ambore (45) and Geeta Ambore, residents of Parbhani district in Marathwada, had migrated here because of the drought and found work at the MIDC industrial area.
A police officer attached to Wadgaon police station said the women, to escape the scorching sun, had sneaked in between the rear and front wheels of the road roller.
People who saw it started shouting and a confused driver then reversed, so both the women came under its front wheel and died on the spot.