Close friends Kadiza Sultana, 17, Shamima Begum, 15, and a third 15-year-old who is not being named at her family's request left their east London homes on Tuesday and flew to Istanbul.
Turkey is a key entry point for those seeking to travel to Syria.
Sultana's family said they were feeling "completely distressed" at her departure in a statement issued by police yesterday.
"We all love you dearly and the last four days have been a complete nightmare," they added.
Begum's family added that they were "extremely worried" about her.
"Syria is a dangerous place and we don't want you to go there," they said.
"We understand that you have strong feelings and want to help those you believe are suffering in Syria. You can help from home, you don't have to put yourself in danger."
Police believe the three girls, all of whom are academic high achievers are following the example of a friend who fled to join IS jihadists in December.
British media reported that the girls had been interviewed by police about where their friend had gone but were not considered at risk of leaving Britain themselves.
