The two women, one a mother superior, are from two different orders in Sicily.
Both nuns are African and were posted to their home continent as part of their charity mission.
One of the women, who is 34, only discovered she was pregnant when she had a medical scan after complaining of stomach pains.
The mother superior, whose age is not known, is based at an institute that helps “fallen women and their children.”
A church source in Rome said: “There is consternation at this news. It appears that both women were back in their home nations and obviously had some form of sexual encounter.
STRICT RULES OF CHASTITY
“An investigation has been launched. They both breached strict rules of chastity but the welfare of their children is uppermost.
“The most likely outcome is they will leave their religious service.”
One of the women is based in Ragusa and the other less than 40 miles away in Militello. Its mayor Salvatore Riotta said the news has “left our village shocked . . . but should have been kept quiet”.
Pope Francis admitted earlier this year that some nuns had been sexually abused by clerics.
Credit: The Sun UK