The security body said coalition U.S. forces fired at the two women in Samarra, north of Baghdad, when they drove into a prohibited area and failed to stop despite repeated warnings.
The incident comes as the United States is facing allegations that its troops killed unarmed civilians in the Iraqi town of Al-Hadithah last year. U.S. officials on May 30 said they will make public the results of investigations into the 24 deaths.
Iraqi Prime Minister Nuri Kamil al-Maliki said his government would investigate the allegations, adding that there was a limit to what he called acceptable excuses for civilian casualties.
Also today, a sports reporter for Iraqi state television was killed in a drive-by shooting today near his home in Baghdad.
The state channel and its employees have been targeted in previous insurgent attacks. On May 29, two British television-crew members were killed and a U.S. reporter was seriously injured in a roadside bombing in Baghdad.