By Agence France-Presse
The Malaysian head of security in the area, Wan Abdul Bari Wan Abdul Khalid, was quoted by Bernama news agency as saying the pair were seized Saturday night.
The perennially poor security situation in the area has prompted the Philippines, Malaysia and Indonesia to cooperate more closely on bringing the banditry to heel.
Malaysian Prime Minister Najib Razak said earlier this month after talks with President Rodrigo Duterte that the Philippines had agreed to allow Malaysian and Indonesian maritime forces to pursue the Islamist kidnappers into its waters.
The three countries agreed earlier this year to increase cooperation, including possible joint sea patrols.
The waters between Malaysia's eastern state of Sabah on Borneo island and the southern Philippines have for years seen repeated kidnappings by the Abu Sayyaf militant group.
While the Abu Sayyaf's leaders have in recent years pledged allegiance to the Islamic State group, analysts say it is mainly focused on running a kidnapping business rather than religious ideology.
On November 11 gunmen abducted five crewmen of a Vietnamese cargo vessel in southern Philippine waters.