The incident took place late last night at the religious programme.
One of the two brothers who were lynched had been released from the jail yesterday and had attended the programme, where he shot from a gun which he was carrying.
The angry audience caught him and his brother and beat them up severely. Both died on the spot, the police said.
Their house was also set on fire and partly damaged, the police added.
A large police force rushed to the spot on being informed and controlled the situation. They also recovered the two bodies, which were then sent for post mortem.