"Two journalists on assignment with UNHCR and Afghan nationals working with them have been detained in Kabul," the refugee agency tweeted.
"We are doing our utmost to resolve the situation, in co-ordination with others."
The Geneva-based organisation refused to comment further.
The Taliban so far have not replied to queries for information about the detained.
One of the detained is Andrew North, a former British Broadcasting Corporation reporter who has worked extensively in Afghanistan.
His wife Natalia Antelava issued a plea on Twitter for his release.
"Andrew was in Kabul working for the UNHCR @Refugees trying to help the people of Afghanistan," Antelava said.
"We are extremely concerned for his safety & call on anyone with influence to help secure his release."
The Taliban swept over Afghanistan, capturing Kabul and much of the country in mid-August, as US and NATO troops were in the final, chaotic weeks of their pull-out following the 20-year intervention.
The international community has been wary of officially recognising Afghanistan's new rulers, concerned the Taliban would impose the same harsh rule as they did when they were previously in power in the 1990s.