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The girls, 12-year-old Alexandria Bain and sister, 8-year-old Kyliyah, left Le Bonheur Children's Hospital in Memphis after they were hospitalized Thursday night. They will soon undergo police questioning to find out about events that happened to them during the past two weeks, according to ABC News.

An FBI spokesman said Adam Mayes, the man accused of murdering their mom and sister, killed himself with a gunshot to the head Thursday night after facing police orders to surrender, according to CNN. The two girls are suffering from dehydration and exhaustion, but appear to be “OK,” a federal law enforcement source told CNN.

Searchers found the girls in northern Mississippi where Mayes, who was briefly the most-wanted fugitive in America, had been hiding with them. Police say Mayes killed Jo Ann Bain, 31, and her oldest daughter Adrienne, 14, before abducting the two younger girls. Police had discovered the bodies of the two dead victims on Saturday in a shallow grave behind the house of Mayes’ mother in Guntown, Miss., according to CNN.

As police searched for the cabin where Mayes had reportedly been hiding, they found the suspect and two kidnapped victims "lying face down on the ground trying to take cover," Master Sgt. Steve Crawford told ABC.

"Mayes raised his hand and I could see the gun. I hollered 'gun' three times to let my team know, and then Mayes got on his knees. He never brandished the gun toward us, but at that time he took his life," Crawford said.

The Mayes family and Bain family are connected through Adam Mayes’ sister, Pamela, who was once married to Jo Ann’s husband, Gary Bain, CNN reported.

Mayes’ mother-in-law, Josie Tate, told ABC News affiliate WTVC that she thought Mayes saw the girls as his own children.

"The reasons they were arguing so much was because there were two little girls that he was absolutely obsessed with,” Tate said. “He was claiming those two children were his.”

Reach Executive Producer Danny Lee here.