The pair had been carrying hand grenades, sources suggested to Sky News.
Held: Two British citizens have reportedly been arrested in by anti-terror police in Kenya
A spokesman for the Foreign and Commonwealth Office said: 'We're looking into reports of two British nationals detained in Kenya.
'We stand ready to offer consular assistance.'
They were arrested in the beach resort of Diani on the country's south coast.
There are currently thought to be around 200,000 British nationals living in or visiting Kenya.
Kenya was at the centre of a terrorist atrocity earlier this year when gunman stormed the Westgate shopping centre in Nairobi, killing at least 67 including six Britons.
Terror police are currently hunting the fugitive 'White Widow' of a 7/7 London bomber who is wanted in connection with seven murders in Kenya.
British-born Samantha Lewthwaite is also alleged to have been the mastermind behind the Nairobi mall attacks.