An Iranian government source told Aljazeera.net on Monday that no group has come forward to claim responsibility for the kidnappings, but said that it was possible that the three Westerners had been snatched by drug traffickers.
The source, who spoke on condition of anonymity, said the tourists were seized this morning. Another government insider, who also declined to be identified, said they were captured on Monday near Nosrat Abad, on the road between the historic city of Bam and Zahedan, near the Pakistani border.
The holidaymakers have not been named, but the authorities have been confirmed that two of the captives are German and one is Irish.
Iranian security authorities, police and intelligence have been scouring the region in an effort to find the captives, which the government source described as the "most urgent" matter.
The families of the German tourists have been contacted.
The German embassy in Tehran refused to comment, referring enquiries to the foreign ministry in Berlin.
Sistan-Baluchistan, which neighbours Afghanistan and Pakistan, is notorious as a corridor for drug-smuggling.
It is economically poor and inhabited by tribes of Sunni Muslims, who are a minority in Iran as a whole.
A rash of kidnappings of foreigners took place in the province several years go, and visitors are advised to exercise prudence.