The nuns' missionary group, the Movimento Contemplativo Missionario Padre de Foucauld, named them as 67-year-old Caterina Giraudo, and Maria Teresa Olivero, 60.
"This wasn't about a simple extortion for money or something similar," Pino Isoardi, head of the Italian missionary group, said.
"They took the sisters but without taking anything from the community, money or anything else."
The group has worked in the area since 1983, treating sick children as well as adults suffering from tuberculosis and malnourishment.
The Kenyan Red Cross also said that the armed men had escaped in three hijacked vehicles, and that it was feared they had taken their captives back across the border into Somalia.
Sheikh Hassan Hussein, the chairman of the neighbouring Gedo region in Somalia, said he was not sure of abductors' whereabouts.
"We don't know who exactly they were, but we can call them Somali bandits," Hussein told the Reuters news agency by telephone.
Italy's foreign ministry said it was providing "every possible form of co-operation with local authorities".
Armed Somali groups have carried out scores of kidnappings in recent months, often targeting either foreigners or Somalis working with international organisations to demand ransoms.
Armed Somalis also stormed an airstrip last week in central Somalia, kidnapping at least four European aid workers and two Kenyan pilots.
A Japanese female doctor and a Dutch nurse working for the French-based medical charity Medecins du Monde (MDM), who were abducted inside Ethiopia in September, are being held by another group.
Two foreign journalists, a Canadian and an Australian abducted in August, are also being held by a Somali group.
Aid groups said in October that at least 24 aid workers had been killed so far this year in Somalia, with more than 100 attacks against aid agencies.
In the most recent attack, men armed with pistols in Jamame, north of rebel-held Kismayu port, killed a Somali man on Sunday who ran the local office of Mercy Corps, a US-based charity organisation.