Jermaine Shirley caught the twin brothers one at a time. They were not hurt.
The Daily News says Shirley was heading to work around 7 a.m. Wednesday when he smelled smoke in his Bronx building. He says he alerted his neighbors and then got outside to hear a neighbor calling for help from a third-floor apartment.
He told the newspaper he ran to the back of the building and saw the neighbor on the fire escape with his twins. He told him to drop the babies down to him.
The rest of the family made it down the fire escape.
The cause of fire is under investigation.