The importance of securing digital information against illegal access or making copies is increasing day-by-day because of the advance of the Internet. Reversible Data Hiding (RDH) can be used to hide secret data in a cover image which can later be used to verify or authenticate the user. This work proposes a dual image RDH algorithm using Prediction Error Expansion (PEE). The main drawback of the conventional single image PEE techniques is that they exhibit low Embedding Capacities (EC). This work uses the dual-image RDH approach with Rhombus Prediction to improve the EC. First, the prediction errors are generated using the Rhombus Predictor. The prediction error histogram is then shifted to embed secret data and generate two stego images. It can be seen from the results that the average EC increases from 0.33bpp to 0.67bpp while maintaining a Peak Signal to Noise Ratio (PSNR) of 42.45dB. © 2019 IEEE.