The men, accused of sexually assaulting two girls aged three and five at a hotel swimming pool, were repatriated after being questioned by French and Burkinabe military police in the capital Ouagadougou.
France has reacted swiftly to the accusations in stark contrast to another alleged child sex abuse scandal involving French troops in Central African Republic that only came to light after it was leaked to the British press.
Sources close to the Burkina Faso investigation say the two soldiers - aged 36 and 38 - met the mother of the youngest girl at the swimming pool and were invited to her home for a drink.
The mother took the "fairly long" film to the French embassy, and it was later seen by the father of the other child.
Also Read
"There was a soldier who filmed the scene with a camera while the second touched (the girl)," a senior police officer in Burkina Faso told AFP.
Paris prosecutors opened an investigation on Tuesday, while the defence ministry said the military was also looking into the allegations.
"The image of the army is at stake, the image of France."
There are about 220 French soldiers stationed in Burkina Faso as part of an anti-terrorism operation covering five regional countries spanning from Mali to Chad.