The nuns were identified as Sister Margaret Held and Sister Paula Merrill, Holmes County Coroner Dexter Howard said.
It was too early to say how the nuns died, but it doesn't appear that they were shot, according to Durant Assistant Police Chief James Lee. Their bodies were taken to a state crime lab for autopsies.
The two women, both nurse practitioners, were found Thursday morning when they didn't report to work at a nearby hospital.
Maureen Smith, a spokeswoman for the Catholic Diocese of Jackson, said there were signs of a break-in at the home and the nuns' vehicle is missing. She said the sisters worked at the Lexington Medical Clinic, located 10 miles away from their home in Durant, one of the poorest areas in the state.
Authorities didn't release a motive and it wasn't clear if the nuns' religious work had anything to do with the slayings.
"I have an awful feeling in the pit of my stomach," said Lee, the assistant police chief, who is Catholic.
Father Greg Plata, who oversees a small Catholic church the sisters attended in the Mississippi Delta, told The Clarion-Ledger newspaper the killings were "so senseless. "
"These were the two sweetest sisters you could imagine," he told the newspaper.
Durant police and the Mississippi Bureau of Investigation are investigating, according to The Clarion-Ledger.
Merrill moved to Mississippi from Massachusetts in 1981 and believed her calling was to stay in the Deep South, according to a 2010 article in The Journey, a publication of the Sisters of Charity of Nazareth.
When asked about her ministry, Merrill was humble.
"We simple do what we can wherever God places us," she said.
According to the article, Merrill and Held rotated one week at a time at the Lexington Medical Clinic and the Durant Primary Care Clinic.
At the clinic, Merrill saw children and adults, and helped in other ways.
"We do more social work than medicine sometimes," she said. "Sometimes patients are looking for a counselor."
The sisters were among 35 members of St. Thomas Catholic Church, and they typically gathered on Thursday nights for Bible study and a meal, the pastor said. Held was a great baker, and both women would usually bring something to eat.
Merrill usually gave the pastor his annual flu shot.
"Margaret was a bit older. She was more outgoing, more gregarious. Paula was a bit more shy, yet in the clinic I was always impressed by her professional demeanor," Plata told the Associated Press.
Held was a member of the School Sisters of St. Francis in Milwaukee. Merrill was a member of the Sisters of Charity in Nazareth, Kentucky.
"Both were really down to earth. There was no phony spirituality. They were the real McCoy. They had a deep love of scripture," he said.
Bishop Joseph Kopacz said in a statement that the sisters "absolutely loved the people in their community."
"We mourn with the people of Lexington and Durant and we pray for the Sisters of Charity, the School Sisters of St. Francis and the families left behind," he said.
The Associated Press contributed to this report.