Princess Bennell, aged 16 months, and Scarlett Daffern, 4, were reported missing from an address in Nelson on Saturday, July 18.
Police believe the girls may be with their mother Kelly Rusling and a man "who is known to them."
Officers are growing concerned for their welfare and are appealing for the public’s help.
Sgt Steve Worsley, of Pendle Police, said: "If anybody sees the family or knows where they are, I would ask that they call police immediately.
"Similarly, I would appeal directly to Kelly to make contact if she sees this appeal."
Princess Bennell is described as having short blonde hair and blue eyes.
She cannot support her own body weight yet, according to police.
Scarlett is described as having blonde, medium length hair and is of slim build.
Kelly is described as white, with long, straight brown hair. She also has a mole on her right cheek.
The family have links to Nelson, Lancaster, Morecambe, Keighley and Bristol.
Anybody with information should contact police by calling 101, quoting log number LC-20200718-1745.