Sheikh Osman, an al-Shabab official in the neighbouring district in Somalia, said: "The authorities in Mandera [in Kenya] told us that those aid workers had been kidnapped. We're now going to run after them."
Al-Shabab, an Islamist group opposed to the government of President Sheikh Sharif Ahmed, controls large swaths of Somalia.
Al-Shabab officials said the kidnappers were moving deeper inside the country and had been sighted in the Berdale district of the Bay region in south-central Somalia.
"We have confirmed from a driver on the road that the kidnappers' land cruiser is on the road nearby, and we are going to find it," Ali Abdikadir, an al Shabab official, said.
No group has claimed responsibility for the kidnappings.
The aid organisation employing the workers has asked that its name and the nationalities of the hostages not be released.
Kidnappings in the Horn of Africa nation are fairly common - usually of Somalis, sometimes of foreigners and increasingly of ship crews off the coast.
They are a symptom of an 18-year conflict that has killed tens of thousands of people.
Most foreigners kidnapped in Somalia have been released unharmed in the past after ransom payments have been made.
Al-Shabab group, which took possession on Friday of two French hostages seized at a Mogadishu hotel three days earlier, has said that the two agents would be tried soon under sharia.
The men were working as security advisers to the Somali government.
A Somali minister said the pair had been taken out of the capital and there was concern for their safety.
The French agents "were caught assisting the apostate government and their spies," a senior al-Shabab member told AFP news agency on condition of anonymity.
He said they will "soon be tried and punished under the Sharia law, they will face the justice court for spying and entering Somalia to assist the enemy of Allah.
"The decision about their fate will depend on the outcome of the Islamic court that will hear the charges against them," he added.
Al-Shabab was the armed wing of the Islamic Courts' Union, a group that controlled Mogadishu and much of the south in 2006 before being ousted by an Ethiopian offensive.
Somalia's government and a 4,300-strong African Union force have been unable to take control of rebel strongholds in Mogadishu and other parts of the country despite international support and training.