Doctors had warned that two-week-old Abd al-Khaleq and Abd al-Rahim would not be able to survive within Yemen’s war-ravaged health system and needed to go abroad.
The twins were in the capital Sanaa but the airport in the Houthi-controlled city has been closed to civilian flights since 2015 because the Saudi-led coalition has control over Yemeni airspace.
Currently only UN planes are landing at the airport. Reopening the runways is a key aim of the peace talks which started in Stockholm in December.
A Saudi organisation, the King Salman Center for Relief and Humanitarian Works, had been looking into how to get the boys, who had separate heads but a shared torso, abroad for treatment, Saudi state news agency SPA said on Wednesday.
But in a statement carried by the Houthi-run Saba news, the health ministry said the deaths reflect the health and humanitarian situation Yemen's children are living through as a result of the war.
Yemen's almost four-year war pits the Iran-aligned Houthi movement against a Saudi-backed coalition trying to restore the government of Abd-Rabbu Mansour Hadi after it was ousted from power in Sanaa by the Houthis in 2014.
The conflict has killed tens of thousands of people, collapsed the economy and brought millions of people to the brink of famine.
Additional reporting from agencies