An eye witness said about 10 armed men stormed the house in Nasarawa town, at about 8p.m.
Confirming the incident on Friday, the state Commissioner of Police, Abubakar Sadiq-Bello, said the police is on the trail of the kidnappers.
He said: "We are aware of the abduction and as we speak now, we have gotten information about their location and we are closing in on them."
Tijani said the family has not been contacted by the kidnappers.
"As I speak with you now, we do not know where my wives are being kept and no one has contacted us. We shall continue to pray for their freedom," he said.
However, an eye witness who pleaded anonymity said about 10 armed men stormed the house in Nasarawa town, at about 8p.m.
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He said the gunmen shot sporadically into the air before whisking away the women in their vehicles.