Media playback is not supported on this device
The pair won 6-3 6-4 against Timea Babos and Yaroslava Shvedova to claim their sixth Wimbledon doubles title and 14th doubles Grand Slam.
The win means now only Martina Navratilova and Pam Shriver have won more doubles Grand Slams as a pair.
"It's awesome to win another doubles at Wimbledon," said Serena.
Earlier Serena beat Angelique Kerber 7-5 6-3 to win her 22nd Grand Slam, equalling Steffi Graf's open era record.
Venus said: "I never want to make a mistake. I don't want to let Serena down. She brought the energy from the singles on to the doubles court."
Serena Williams won her second Wimbledon title within five hours with victory in the women's doubles alongside sister Venus.