The 17 and 21 year olds died Friday and Saturday in Niteroi, across the bay from Rio de Janeiro, local press reported.
One was killed when his motorcycle hit an armored police vehicle, while the other was hit by crossfire in a gun battle between suspects and police, the Globo G1 news site said.
In protest, around 30 protesters raised barricades and burned vehicles blocking the large avenues in Niteroi, as many residents were trying to head out of town for the Easter holiday weekend.
With the start of the World Cup less than two months away, Brazil has stepped up security efforts in the Rio area, where tens of thousands of football fans will fly in for the tournament and which will stage seven matches -- including the July 13 final.