This undated image, released by the Montgomery County police department, shows Monifa Denise Sanford. Sanford and Zakieya Latrice Avery have been accused of killing two children. Picture: Montgomery County Police, AP

Germantown, Maryland -

A police captain says a Maryland woman accused of killing her two children has told investigators that she thought an exorcism was necessary to remove the presence of the devil.

Captain Marcus Jones of the Montgomery County police department said on Sunday that Zakieya Latrice Avery made the statements during interviews with police.

Jones says another woman charged in connection with the killings, Monifa Denise Sanford, has made similar statements.

Police have said the women believed they were performing an exorcism.

Jones says police recovered two knives from the home after responding there on Friday.

Two children, aged 1 and 2, were found dead and two others were injured.

The women face charges of first-degree murder and attempted first-degree murder.

Both were being held without bond.

Court records do not list attorneys. - Sapa-AP