Jefferson County Sheriff Jeff Bullard confirmed the deaths to ABC News Sunday evening.
The storms hit trailer homes in rural areas in the northeastern part of Jefferson County, officials said.
The names of the two people who died have not yet been released.
Video from in Dix, Illinois on Sunday showed a possible tornado moving through Jefferson County.
Meanwhile on Sunday, there are flooding concerns for the Chicago area.
One of the concerns involves a Flood Warning for parts of Cook County and Lake County, Indiana, near the Little Calumet River.
ABC News contributed to this report.