The incident took place yesterday, police said.
The sisters were identified as Anantha Lakshmi (28), and Devi Arun Kumari (26).
The motive behind taking the extreme step is not yet known, circle inspector of Rajahamendravaram Three Town police station, Maruthi Rao, said here today.
"Lakshmi had married two years back against the wishes of her family members. She had come to her parents' house yesterday. Their father came home last night, but when nobody opened the door despite repeated knocks, he alerted the police," the officer said.
"Their her mother died some days ago. We are yet to ascertain what led to their suicide," he added.
Further investigation is on.