The scandal has led to an investigation by the Catholic Church, with the futures of the two women currently uncertain.
The Daily Mail reports that the first nun discovered her pregnancy when she complained about stomach pain and went to the hospital.
She is said to belong to a convent in Sicily's Nebrodi mountains, but has moved to Palermo to give birth to her child.
The second nun, a Madagascan, had also been caring for the elderly at an institute in Ragusa, before her pregnancy.
She has since returned to her home country after news of her pregnancy spread in the media.
“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,” a church source in Rome is quoted as saying.
“An investigation has been launched. They both breached strict rules of chastity but the welfare of their children is uppermost.”
This comes after reports emerged that nuns in the Catholic Church are sometimes sexually abused.