Paramedics were called to a home on Logan Reserve Road in Waterford West about 1.35pm (4.35pm NZT) today, where they attempted to revive the two girls, aged one and two.
"Unfortunately, they were both declared deceased at the scene," Detective Inspector Mark White told reporters.
"The children exhibited evidence of being exposed to extreme heat."
Police arrived a short time later and a crime scene was declared around the vehicle, which was parked in the driveway at the front of the property.
"We are speaking with the parents of those children," Detective Inspector White said.
"It's a very, very tragic incident that has occurred."
Police tape has been strung across the front fence of a house where forensic officers are working to confirm the cause of the deaths.