Police say Bernadett Berki, 12 and Szimonetta Berki, aged 11, are thought to be with three relatives, two women and a man.
They lived in the Chapel Fold area of Batley, West Yorkshire Police have said, but have extensive linkgs and extended family across Huddersfield.
They were reported missing on Tuesday.
“We are concerned for Bernadett and Szimonetta’s welfare and want to reassure them, or anyone who knows where they are, that they are not in any trouble," said Det Insp Lee Donnelly of Kirklees CID. "Our priority is making sure that they are all OK.
“I would appeal to anyone who has seen them, or who knows where they are now to get in contact with us.”
Anyone with information is asked to call police on 101 quoting reference 1107 of March 6.