It is believed their parents could not afford to care for the girls, who are only about three months old.
They are awaiting specialist treatment in Beijing where it is hoped they can be separated.
The girls were handed to the organisation in Pingdingshan City, Henan Province, on August 11 and have since been named Zheng Hanjing and Zheng Hanwei.
Hanjing and Hanwei have been transferred to a children's home in Beijing while they await a variety of tests to determine if they share any vital organs.
They are being cared for by Mercy Corps children's home and staff member Deng Zhixin said that from 140 rescued children, this was their first case of conjoined twins.