London: Sultana's family said they were feeling "completely distressed" at her departure in a statement issued by police.
"We all love you dearly and the last four days have been a complete nightmare," they added.
"We miss you terribly, especially Mum, and things have not been the same without you."
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.
Counter-terrorism experts estimate that around 50 women have travelled from Britain to Syria to join the IS group.
The families of two British schoolgirls among a trio feared to be travelling to join the Islamic State (IS) group in Syria issued emotional appeals for them to come home on Saturday.
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.
"We all love you dearly and the last four days have been a complete nightmare," they added.
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Begum's family added that they were "extremely worried" about her.
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"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."
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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.
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