The pair, both French and in their forties, were cross-country skiing in the hills overlooking the town of Modane in the southeastern Savoie region.
The avalanche — which mountain rescuers said was triggered by the skiers at around 5:30 pm (1930 GMT) — buried them as they climbed at 2,700 metres on the western slope of the Belle Plinier mountain.
Another skier who was with them was knocked over by the sliding snow but was not buried. He tried in vain to find them before going to a hamlet below to raise the alarm.
“He lost his personal belongings in the drift and was only able to report the accident fifteen minutes later,” a mountain rescue spokesman said.
“The avalanche was apparently triggered by the trio passing,” he added.
An investigation was opened by the high mountain gendarmerie platoon (PGHM) of Modane into the circumstances.