Quoting an official from the ministry of information on Wednesday, the agency named the two arrested as Muhammad al-Semadi, a 30-year-old Jordanian, and Rehab Shehab - a woman whose nationality was not disclosed.
Security forces arrested two other members of the group on Monday after a clash in which an officer was killed and four were injured.
The dawn skirmish on Mount Qassioun overlooking the capital resulted in the arrests of Sharif al-Semadi and the wife of his fugitive brother.
Sana quoted an official source at the Information Ministry as saying that security forces were still pursuing other members of what it called a "terror and armed robbery group".
Some suspects were said to have worked as bodyguards for ousted Iraqi president Saddam Hussein.