"Stepping up the vigil, an alert has been sounded in the district following report that Asif, who was arrested in Delhi and Zafar Masood from Sambhal today, have local links," Superintendent of Police Atul Saxena said today in Sambhal.
He said that directives have been issued for verification of workers in factories and a search operation has been started.
Hotels and guesthouses, too, are being checked, he said.
Meanwhile, IG (law and order) A Satish Ganesh told reporters in Lucknow that the suspected terrorists were in custody of Delhi police and were being interrogated by investigative agencies.
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"We are also trying to get information so that we can do whatever followup action can be done. As of now, Delhi police has not shared any formal information with UP police," he said.
While Mohammed Asif (41) was held from Seelampur in northeast Delhi, Zafar Masood was arrested today from Sambhal district.
One Abdul Rahman (37) was also nabbed in Jagatpur area of Cuttack in Odisha in this connection, police said.
Asif is believed to be one of the founding members and the Indian head (amir) of al-Qaeda in the Indian sub-continent's (AQIS) motivation, recruitment and training wing.