The two have been missing since yesterday, according to Charles-Antoine Bambara, the spokesman for the MONUSCO peacekeeping mission.
One of the victims is a US national, the other a Swede, Congolese government spokesman Lambert Mende told AFP.
"They were kidnapped at a bridge over the Moyo river and taken to the forest by unknown assailants," Mende said.
Four Congolese nationals - three motorcycle-taxi drivers and an interpreter - were also taken hostage, he added.
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A Uruguayan peacekeeper was shot and injured last week in the same region, which has been wracked by a rebellion since September.
The uprising erupted after government forces in August killed a tribal chief and militia leader, Kamwina Nsapu, who had rebelled against President Joseph Kabila.
The violence has since spilled over to the neighbouring provinces of Kasai-Oriental and Lomami, leaving at least 400 people dead.
The United Nations has nearly 19,000 troops deployed in the DR Congo, its largest and costliest peacekeeping mission.
About 100 of those troops were recently dispatched to the Kasai region.