Harmony Rebecca Olachia and Nicole Marie Conrad vanished Monday and were believed to be traveling with two men and a woman who visited Lake Jackson over the weekend.
Both left their parents letters saying God had told them to leave.
"Please don't set out a police search for me because no matter what, I can't come home," Harmony wrote. "The Lord's spirit came to me and told me to do this. . . I knew it was him speaking to me and I am not going to question God's word."
"I don't want to leave, but if I plan on going to heaven, I need to do God's/Jesus's will," Nicole's letter stated. "Please don't worry. . . Look at the good side, if this all works out we will see each other in heaven."
Lake Jackson police Lt. Dale Davis said the girls' disappearance is being investigated as a runaway case until more evidence is developed. A description of the girls has been distributed to state and federal authorities.
The girls' families told The Facts, a daily newspaper in Brazoria County, that they believe the girls left town with a family friend who had visited the Olachia home with her husband. The man's uncle also was believed to be traveling with the couple.
Craig Conrad, Nicole's father, said the night before his daughter disappeared she told him she saw a vision in which God sent her a message about going to the mountains.
Both girls, who attended church regularly, had asked their parents questions such as, "If God told you to do something, do you think you should do it no matter what?" Mrs. Olachia said.
Conrad said he encouraged his daughter to talk to her pastor and told her to remember that Satan can disguise himself as God and send messages.
The girls, freshmen at Brazoswood High School, also questioned their parents over the weekend about issues such as Saddam Hussein's arsenal and the troubles the Y2K bug could cause on Jan. 1, 2000.
On Saturday, Harmony asked her father for a map of Mexico. She told him she was looking for a place where two mountains come together to make a valley.
After reporting the girls missing Monday evening, the parents pieced together more information and learned the visiting couple had planned to head to Mexico.
"I have spent time in Vietnam, and I was never this afraid," said Harmony's father, Ray Olachia.