The CBI said "40 scientific reports" have confirmed suicide, but the families of the girls - who were cousins - have rejected it. They say they want Prime Minister Narendra Modi to ensure a fair probe.
"The CBI has not explained why they would commit suicide. If we don't get justice we will kill ourselves," said Sohan Lal, the father of one of the girls.
The girls, who were 14 and 15, were found hanging from a mango tree near their village on May 28, a day after they were reported missing. Based on their autopsy, the police said the girls were raped, beaten and hanged alive.
The case sparked fresh debate about India's treatment of women, less than two years after public anger over the fatal gang-rape of a student on a moving bus in Delhi. UN Secretary General Ban ki Moon said he was appalled.
The girls' families had alleged that they were kidnapped and murdered by five young men of a family in the village.
The CBI, which took over the investigation in June amid global outrage, said the autopsy that confirmed rape was unreliable and not a professional job. It also said a key witness had lied about seeing the girls dragged by some men.
The CBI's findings have raised a political storm.
"I think that the CBI has decided in haste. They haven't gone completely into the facts. We will investigate," said Uttar Pradesh politician Mayawati, who had targeted the state's ruling Samajwadi Party for failing to protect women and stop rapes.
The Samajwadi Party has demanded an apology from "everyone who targeted our government."
"We were maligned. Media has been proved wrong," said Uttar Pradesh Chief Minister Akhilesh Yadav.
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