Nauru Government Information Office director, Joanna Olsson, told SBS News the Australians were staff working at the immigration detention centre and they were arrested on Monday.
“We don’t know what it is in relation to,” Ms Olsson said.
In a statement the Department of Foreign Affairs and Trade (DFAT) told SBS consular assistance was being provided to two Australians detained on Nauru.
"The Australian Government has no jurisdiction to interfere in the legal or immigration processes of other countries," the statement said.
"Due to privacy obligations, we are unable to provide further information."
In a statement the Nauru Government said they "reserve the right to revoke any visa by a foreign national if deemed to be in our national interest".
Comment has been sought from the Australian Department of Immigration and Border Protection.
Multiple companies have staff on the ground working in Nauru at the detention centre facility, including Wilson Security, Broadspectrum, International Health and Medical Services and Canstruct.
Comment has been sought from Wilson Security and a Broadspectrum spokeswoman declined to comment.
There are around 540 detainees at the Nauru detention centre, including 70 children.