The two were farmers by profession and were ardent devotees of Lord Shiva and chanted his name always. They initiated about 12 others, including their children, into 'Siva Deeksha', they said.
The two men had been conducting 'bhajans' in a cotton field on the outskirts of Shivnoor during nights and were coming home for only basic needs.
Devidas and Sitaram reportedly told their parents on Monday that they would either return home with Lord Shiva or go to him, police said.
They sent away all other devotees to another place last night so that they could remain undisturbed.
The duo then jumped onto the ritualistic fire after tying themselves together with a piece of cloth, police said.
The two men were charred to death and the incident came to light after dawn.A post-mortem was conducted and further investigation was on, police added.