There was no immediate claim of responsibility, but ethnic Baluch separatist groups and pro-Taliban fighters are known to operate in the area.
In April, a UN official was released after being held for two months by a little-known Baluch group hoping to gain concessions from the government.
The Baluchistan Liberation United Front (BLUF) had threatened to kill John Solecki, a US citizen, unless the government freed more than 1,100 prisoners but he was eventually released unharmed.
Qazi Hussain Ahmed, at district police chief, told the Reuters news agency that foreigners were supposed to inform the authorities while visiting Baluchistan but the French tourists had not done so.
"They were travelling without any escort. We are trying to recover the missing man as early as possible," he said.
In Paris, the foreign ministry said in a statement that it had heard of the abduction, but gave no further details.
"French authorities, notably the French embassy in Islamabad and the crisis centre of the foreign ministry, have been fully mobilised," it said.
Foreign embassies advise nationals against visiting the area, where nationalists have waged a low-level campaign for greater autonomy and control over the revenue from natural resources since 2004.
The abduction came as the Pakistani military battles Taliban fighters in North West Frontier Province.