They entered Dhaka Central Jail after 9:30pm on Saturday.
President Md Abdul Hamid rejected their mercy petitions, highly placed sources told bdnews24.com at around 9:30pm.
The families reached the prison gates at Nazimuddin Road at 9pm after the authorities called them.
They had earlier doubted that the war criminals had sought the president’s mercy, admitting to the crimes they had committed during the Liberation War.
Deployment of police and RAB personnel had been increased since Saturday morning, and was propped up manyfold in the afternoon.
Until 4pm, only RAB personnel were deployed in front of the prison at Old Dhaka’s Najimuddin Road, but now armed police have been also stationed in the area.
The families of war criminals Jamaat assistant secretaries general Abdul Quader Molla and Mohammad Kamaruzzaman had also met them before their executions in December 2013 and April this year respectively.
Salauddin Quader, a minister under military dictator HM Ershad, was given the death penalty on Oct 1, 2013. The apex court upheld the verdict on July 29.
Former Al-Badr militia commander Mujahid was sentenced to death on July 17, 2013 for murdering intellectuals and for the execution of Hindus in 1971. The Appellate Division upheld the penalty on June 16.