"It feels good -- we have a Williams Slam," Serena told reporters. "We've four in a row now so we were really excited about that."
They will become the top-ranked doubles pairing on Monday, making Serena Williams only the sixth woman to hold top spot in the singles and doubles at the same time.
Both suffered surprise defeats in the singles at Roland Garros, Serena losing to Samantha Stosur in the quarter-finals and Venus beaten by Russia's Nadia Petrova in round four.
The sisters said they had no plans to play doubles more regularly on the women's tour, but will continue to play together at the grand slam events.
Next stop for both of them will be Wimbledon, where they have won the doubles four times, their last victory coming in 2009.
"We have the same prep every year," she said. "Just hit on the hard courts and play Wimbledon. That's our grasscourt season. One grasscourt tournament and we try to play very well. Nothing special."
(Reporting by Martyn Herman; Editing by Alison Wildey)
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