Their kidnapper, Adam Mayes, had already killed their mother and sister, and he was armed with a pistol as officers closed in. But Alexandria, 12, and Kyliyah, 8, were able to return home to their father on Friday with no apparent injuries other than being tired, scared and itchy from poison ivy.
Police said during a news conference that an officer searching a wooded area where 35-year-old Mayes may have been hiding spotted a small blond child peeking over a ridge on Thursday.
"We saw something lying down by the wood line that caught our attention. We took another five steps, and I gazed around and saw one of the children. An officer started hollering, 'Get your hands up,'" said Mississippi Highway Patrol Master Sgt. Steve Crawford.
The girls slowly raised their hands, but Mayes raised only one hand and shot himself in the head.
When officers approached the girls, they were shaken and unable to speak much, but they didn't cry. The girls only sat up and stayed in place when Mayes shot himself, said Lt. Lee Ellington with the Mississippi Department of Wildlife, Fisheries and Parks.
"They were rather stoic in one sense and relieved," he said. "I heard the older girl tell her sister, 'Now we can go home."'
Beverly Goodman, the aunt of the slain mother, Jo Ann Bain, said she was relieved the girls were home but still saddened by the killings of Bain and Bain's 14-year-old daughter Adrienne on April 27.
"He's been missing for so long. How do you hide out from 350 million people?" Goodman said. "I thought they were going to find them dead - the girls and him - so I am very, very relieved that those girls are home and they're not dead, like I figured they were gonna be."
Investigators say Mayes had been fixated on the girls, who he claimed were his daughters. He was close to the family, described as an uncle-like figure who smiled cheek-to-cheek with the girls in Facebook photos.
Mayes' wife, Teresa Mayes, has already confessed to the killing. She told investigators she saw her husband kill the mother and oldest girl in Whiteville, Tenn., then drove him, the younger children and the bodies to Mississippi, according to court documents.
Mayes mother-in-law says her daughter was mentally handicapped, and blasted him for leaving his wife to be charged for the killings.
"I'm really trying to hard not to be ugly about this, but he took coward's way out, and he left my daughter hanging, and they're still talking about maybe seeking the death penalty for her," Josie Tate told ABC News.
Authorities are trying to find out if anyone may have helped Mayes, and others could face charges. Mark Gwyn, director of the Tennessee Bureau of Investigation, would not say whether there was specific evidence that others had helped Mayes.
The Associated Press and ABC News contributed to this report.
