The American siblings won their sixth doubles championship at the All England Club and 14th as a pair at all Grand Slam tournaments by beating fifth-seeded Timea Babos of Hungary and Yaroslava Shvedova of Kazakhstan 6-3, 6-4.
Earlier Saturday, also on Centre Court, Serena won her 22nd Grand Slam singles title with a straight-set victory over Angelique Kerber in that final. It was the fourth time that Serena won both titles at Wimbledon in the same year; Martina Navratilova pulled off the feat five times in the Open era.
"I had just enough time to change and get my ankles retaped," Serena said about going from one match to the other. "But there was so much adrenaline, I didn't want to cool down too much."
Venus sat in the guest box during the singles final.
"Watching Serena earlier was so amazing, and I was so into that. And then you have to reset yourself and say, 'OK, we've got to play a match and we're going to have to try to win,'" Venus said during a joint interview with the BBC after the doubles. "So she brought the energy from Game 1 and that really brought me up, too."
The Williams sisters also won doubles titles at Wimbledon in 2000, 2002, 2008, 2009 and 2012. Each time, one or the other also won the singles championship, with Serena doing it in 2002, 2009 and 2012 in addition to this year.
They're now 14-0 in major doubles finals. They were unseeded this time because they play doubles so infrequently, and their most recent Grand Slam title before Saturday had come four years ago at the All England Club. Until playing at the French Open in May, they hadn't even entered a doubles draw at any major tournament since 2014.
The 14 Grand Slam titles are tied for second in the Open era with Gigi Fernandez and Natasha Zvereva. Navratilova and Pam Shriver hold the Open era record with 20.
The Williams sisters are planning to compete in doubles, in addition to singles, at the Rio de Janeiro Olympics next month. They already have won three gold medals in doubles, at the 2000, 2008 and 2012 Summer Games.
When they were asked during the BBC interview which one is in charge of their doubles team, Serena immediately pointed toward Venus and said with a laugh, "She's definitely the boss."
Said Venus: "Well, I'm the older sister, so it kind of falls on me. But [there are] different times on the court that we both take over. So whatever the team needs, it kind of happens organically. That's the best kind of team."
Shvedova, who lost to Venus in the singles quarterfinals this week, was trying to win her third Grand Slam doubles title, after teaming with Vania King to win Wimbledon and the US Open in 2010. Babos has never won a major doubles trophy; she was the runner-up with Kristina Mladenovic at Wimbledon in 2014.
The Associated Press contributed to this report.