One of the nuns, a mother superior, aged 34, only realised she was pregnant when she visited hospital, complaining of stomach pains, according to Italian news agency ANSA.
Both nuns are believed to be originally from Africa and were posted to their home continent as part of their charity missions.
The two women are nuns in Sicily, but belong to separate orders and are expecting children despite their vows of chastity, causing "consternation at this news" a Church source in Rome told The Sun newspaper:
"It appears that both women were back in their home nations and obviously had some form of sexual encounter.
"An investigation has been launched. They both breached strict rules of chastity but the welfare of their children is uppermost."
It is believed that both nuns have now returned to Italy to prepare for the births of their children.
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