The deceased have been identified as Emmanuel Phiri and his brother Brian aged six and nine respectively.
Zambian Mission to Pretoria press secretary Naomi Nyawali said the deceased died when the roof of the house they were sleeping in crashed on them.
Their parents Mr Mesiya Phiri and his wife Cynthia were left injured but have since been discharged.
“The bodies of the two deceased children have since been taken to Pinetown Mortuary in Durban awaiting conclusion of police investigations and burial,” Nyawali said.
Durban has been hit by a storm that has left 51 people dead so far.