Varvara Vlasova and Valeria Shirshova, both aged 12, made a short video clip before plunging from the top of a 17-floor building in Samara, in south west Russia.
They were seen smiling before one of them said “nightmare” to the camera and then started to laugh, reports say.
The girls were classmates from “wealthy” families and were described as “excellent students” and had attended school before falling to their deaths.
They reportedly fell 170ft from the residential block where Varvara – a successful child model – lived.
Life media citing police sources reported that the girls were in a social media group which “set them tasks”.
Their parents had believed this group to be “associated with Harry Potter” and to be “harmless”.
Police are actively checking their viewing habits, reports say.
Russia in recent years has suffered a spate of child “suicides” in which deaths have been linked to sinister online groups pushing vulnerable young people to take their own lives.
“The parents of the girls told police that the girls were in a certain group on social networks. There they were given some tasks,” reports Life.
“But, according to the adults, they thought it was harmless, so they did not attach importance to the hobby of their daughters.”
The so-called death groups operate by preying on young people, setting “tasks” which become ever-more dangerous.
Major-General Alexey Moshkov, head of anti-computer crime K department in the Russian Interior Ministry, has warned of thousands of online suicide groups.
You’re Not Alone
EVERY 90 minutes in the UK a life is lost to suicide.
It doesn’t discriminate, touching the lives of people in every corner of society – from the homeless and unemployed to builders and doctors, reality stars and footballers.
It’s the biggest killer of people under the age of 35, more deadly than cancer and car crashes.
And men are three times more likely to take their own life than women.
Yet it’s rarely spoken of, a taboo that threatens to continue its deadly rampage unless we all stop and take notice, now.
That is why The Sun launched the You’re Not Alone campaign.
The aim is that by sharing practical advice, raising awareness and breaking down the barriers people face when talking about their mental health, we can all do our bit to help save lives.
Let’s all vow to ask for help when we need it, and listen out for others… You’re Not Alone.
If you, or anyone you know, needs help dealing with mental health problems, the following organisations provide support:
Russia has sought to crackdown on the sinister trend, detaining dozens of masterminds.
ProGorod newspaper reported that Varvara and Valeria “had prepared for this, said goodbye to their classmates”.
They are reported to have told their friends that “on 9 February something would happen.”
The girls are also known to have watched popular Japanese manga series anime “Death Note”.
A friend told Komsomolskaya Pravda newspaper: “We just can’t imagine what happened.
“The girls were smart and beautiful. They had no problems