Ross Thomson and Graham Simpson filled in a giant ballot paper outside Holyrood to underline their support for the Vote Leave campaign.
Fellow Tory MSP Margaret Mitchell also backs Brexit, but party leader Ruth Davidson is in favour of remaining in.
Meanwhile, the Scottish remain campaign highlighted how much research funding universities receive from the EU.
Campaigning outside the Scottish Parliament alongside Scottish Vote Leave director and former Labour MP Tom Harris, the two newly-elected MSPs underlined their support for Brexit.
Mr Thomson said that with moves towards further centralisation, "Europe is going in a direction that Britain can't follow".
He said: "I think if we had a Europe where there was real reform and was focused again on our trading relationship, that's something I could have supported. But I just feel that at the moment, the direction of travel in the EU is about further political centralisation, further political union.
"I've always been fairly Eurosceptic, but when the Prime Minister said he was going to have a referendum and get a better deal it was something I was really keen on, and in fairness to him he put a Herculean effort in.
"But I'm concerned that there's no treaty change. I'm concerned that heads of state are temporary - if the German chancellor loses an election or isn't returned, and the same with the other heads of state, that negotiation we've achieved isn't long-term."
Scottish Conservative leader Ruth Davidson has voiced support for the UK remaining in the EU, but Mr Thomson said she was "really relaxed" about her MSPs taking the opposite view.
He added: "She said, 'I've made a personal decision based on my experience - I want to stay in but I respect that you and others will make their own personal decision'.
"Ruth is really relaxed, saying we're going to have a grown-up, adult debate about the facts and our visions for the future, and I look forward to engaging in that properly."
Meanwhile, the Scotland Stronger in Europe campaign have been highlighting the contribution the EU makes to university research funding.
Writing in the Herald newspaper, Glasgow University principal Prof Anton Muscatelli said there was "unequivocal" evidence that "universities in Scotland and the UK benefit massively from our membership of the EU".
He said: "Scotland's universities receive Â£88.8m a year from EU sources, which is about 13% of our total research funding.
"This includes research to fight malaria, research on space, and vital medical research which benefits us all."
Dundee University principal Prof Pete Downes has also warned of an impact on funding from Brexit, saying universities would be "impoverished" by a vote to leave the EU.
Scotland Stronger in Europe spokesman John Edward said: "Being in the EU is clearly fundamental to pan-European academic collaborations and the success of Scotland's universities, which in turn underpins jobs and investment."
Two new Conservative MSPs have joined the campaign for the UK to leave the European Union.