On Tuesday a gun battle lasting six hours took place, after which four Iraqi people - including the brothers - were killed.
After the war the US made a list of the most important Iraqi's they wanted - Uday and Qusay were second and third on that list after their father.
Lots of recent fighting
The deaths of Uday and Qusay are very important.
Both US and UK troops have been attacked in recent weeks by Iraqi people who still support the old regime.
If those Iraqis see that such important people have been killed, they may be less likely to attack coalition soldiers in the future.