The girls, aged ten and 12, wrote about their wishes "poignantly" for their parents to get along in a church prayer book.
Details of the prayers emerged after a ruling on their case following a hearing in the Court of Appeal.
The sisters in the case have not been identified, they live with their mother in Surrey and their father lives in Hertfordshire.
A family court judge had ruled that the mother could move abroad and take the girls with her, however the father had objected and asked two appeal judges to overturn the ruling.
His appeal was dismissed following a Court of Appeal hearing in London.
The couple split five years ago and had been embroiled in "virtually unremitting litigation" about the girls' living arrangements.
Lady Justice King, said in the ruling: "Proceedings - judged by any standard - have been extraordinarily acrimonious.
"Each parent has made appalling allegations against the other."
She went on: "Each [of the daughters] have expressed their desire for their parents to stop arguing and reach an agreement about their future.
"This has been poignantly expressed by each of them in their prayer intercession book at their church."
