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17 November 2015, 14:09 | Updated: 30 March 2016, 13:50
Police were called to an address in Undercliffe, at 11.28am by paramedics attending a report of an injured child.
Officers attended the address and found two young children with stab wounds.
The girls were aged just 1 and 3 years old.
Both children received treatment at the scene but were pronounced dead a short time later.
A 24-year-old woman has been arrested on suspicion of murder and enquiries are continuing.
Police are not currently looking for anyone else in connection with this incident.