Home Affairs and relevant security agencies, including the AFP and ASIO, have been aware of the individual's intent to return since June.
It remains unclear whether the women had committed any terrorism offences.
Nutt reassured the public that they were being monitored as part of Operation Howth, which has been going on since 2014, in coordination with other agencies.
"We will leave no stone unturned in understanding, identifying and investigating any activity, and if there are criminal offences, we will proceed as appropriate," he said.