The Sunday Times reported that the two women, who between them have five boys under the age of eight, had their United Kingdom nationality removed after marrying members of a terror cell linked to the murder of western hostages.
Ms Begum, 19, gave birth in a refugee camp in the middle of February, having already lost two children.
She was 15 when she left east London for Syria with two other schoolgirls, and was found by journalists in the refugee camp after fleeing fighting between the terror group and US-backed forces.
Shamima Begum's baby son may have died says family's lawyer
Ms Begum had earlier discussed her fears that she could lose the boy, saying: "This is really not a place to raise children, this camp".
"Shamima knew when she made the decision to join Daesh that she was going to a country where there was no embassy, where there was no consular assistance".
The 19-year-old had controversially said she wanted to return to the United Kingdom after feeling to Syria at the age of 15.
Following the decision of revoking Begum's citizenship, her family moved to the home secretary asking to change the decision and help them in bringing the baby to the country.
Last month, Mr Javid confirmed the boy was a British citizen and said he had considered the child's interest when deciding to revoke Ms Begum's citizenship.
The baby's death has caused a public outcry with some members of the public including some British leaders criticizing Javid for revoking her citizenship.
As he was born before she was deprived of United Kingdom citizenship by the Home Office, the baby would still be considered British.
Begum had previously given birth to two other children who are said to have died, apparently from illness and malnutrition.
Dal Babu, a former Metropolitan Police chief superintendent and friend of Begum's family, told BBC Newsnight: "We've failed, as a country, to safeguard the child".
"The Foreign and Commonwealth Office has consistently advised against travel in Syria since April 2011", said the spokesperson, according to the Independent. She is a product of her society ... and I think we had a moral responsibility to her and her baby, Jarrah.