Canadian Mounties are investigating the deaths of two toddlers found frozen to death on the Saskatchewan's Yellow Quill First Nations reserve earlier this week, the National Post reported.

Santa Pauchay, 1, was found dead Tuesday afternoon and her 3-year-old sister, Cadence, was found Wednesday, both dressed in light tops and diapers, according to the newspaper.

They were found in a snowdrift-covered area of the reserve between their home and that of a neighbor's, the National Post reported.

Their father, Christopher Pauchay, 25, left their home with them sometime after 12:30 a.m. Tuesday without a coat. About 5 a.m. Pauchay showed up at a neighbor's door covered in frost bite and not able to speak, the newspaper reported.

Eight hours later, Pauchay asked about his daughters, according to the Post.

The girls' grandmother — Pauchay's mother — told the newspaper she believes her son was taking the children to his sister's home, and that alcohol was involved.

"He was carrying them. But he was drinking, and he must have blacked out," Pearl Pauchay said. "That's what he said when we went to visit him in the hospital."

The Royal Canadian Mounted Police have not decided if charges will be filed against Pauchay.

Click here to read more on this story from the National Post.