A patrol boat recovered the bodies of three of the women and customs workers found two more washed ashore after a vessel with some 150 people aboard went down on Saturday, the coastguard said.
Another two bodies were found Saturday on the beach at Cala Galera on the south side of the island.
Survivors had said late Saturday around 20 people were missing after coast guards reported rescuing nearly 150 migrants when their vessel overturned around 1.8 kilometres off the coast.
The coastguard said rescue operations had been complicated by rough seas "but also owing to the large number of people who fell into the water simultaneously".
Italian media reported one Eritrean man and a Libyan man as saying they had lost their wives.
The public prosecutor in the Sicilian port of Agrigento announced an investigation had been opened into the incident.
The SOS Mediterranee and Medecins sans Frontieres NGOs said meanwhile Sunday that 213 migrants rescued in recent days in the Sicilian port of Messina by humanitarian vessel Ocean Viking had disembarked.
Spanish NGO Open Arms, which rescued 73 migrants in a separate operation on Thursday, meanwhile urged European governments to authorise "immediately" the migrants' disembarkation in a safe port, citing a "critical" situation.
"We continue to demand that people's rights, established under international conventions and maritime law, be respected," tweeted Open Arms' chef de mission Riccardo Gatti.
Ocean Viking made similar demands as both NGOs warned there was an urgent need for a coordinated urgent response to deal with the "humanitarian catastrophe" in the region.
