David McKean told the Post the family had gathered at a house owned by his wife's mother, Kathleen Kennedy Townsend.
Children were playing with a ball and accidentally kicked it into the water. Maeve and Gideon got into a canoe and went after the ball.
"They just got farther out than they could handle and couldn't get back in," David McKean told the Post.
The U.S. Coast Guard said wind gusts were up to 30 mph and there were nearly 3-foot waves on the water, the Post reported.
A search is still ongoing.
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