Channels TV reported that the kids were released around 7:00 p.m. on Thursday.
The children, identified as Christabel and Jasmine, and their mum were kidnapped on 25 January from their residence at Juji area of Chikun Local Government Area of Kaduna State.
The kidnappers initially demanded N150 million ransom for their release but killed their mother after the family failed to pay the money.
Dr Philip Ataga told Channels Television that the children were dropped by the kidnappers at Ungwar Kati area along the Juji bypass, where they were later picked by one of his relatives who brought them back home.
He did not say whether any ransom was paid before the release of the children.
The kidnappers also killed an 18 year-old Seminarian Michael Nnadi, along with Mrs Ataga.