Inmates Christopher Sims and Shannon Phillips were discovered in the same building where they are believed to have killed convicted murderer Toby Viles four days earlier, corrections department spokesman John Fougere said.
He said both men surrendered without a struggle.
Hundreds of prison officials had been combing the penitentiary and its grounds since the men disappeared Wednesday, suspecting the inmates might never have escaped. No evidence of an escape had been found and no sightings of the men had been reported outside the prison.
"They had constructed a very carefully concealed false wall, which was right near their work site at the ice house," Fougere said. He said the two likely had remained behind the wall most of time they were missing.
They were found when a prison staff member, tapping the wall as part of the search, was able to punch a hole in it, Fougere said.
Phillips immediately stuck his hand out and said "`I give up,"' Fougere said.
Phillips, 35, has been serving a life prison sentence for a murder in Kansas City. Sims, 27, had been serving a life sentence for a murder in St. Louis.
Cole County Sheriff John Hemeyer has said that a note found near Viles' body bearing the initials of the two inmates claimed responsibility for his death and threatened to kill anyone else who got in their way.
The inmates had food with them when they were found, corrections department spokesman Tim Kniest said.
Prison officials said Sunday that Sims and Phillips had been placed in administrative segregation and would be questioned. There was no indication of a motive for the killing, Fougere said.