They said the 16 are employed by a Turkish construction company contracted to build a sports complex in the sprawling Shiite district of Sadr City. The kidnappers stormed the construction site, where the workers were sleeping in caravans, and disarmed the guards before taking the workers away.
There were no reports of violence.
The Turkish Foreign Ministry confirmed that 16 Turkish nationals were kidnapped in Baghdad and said it was in constant contact with Iraqi authorities over the incident. It said that for security reasons it cannot reveal details on the workers or who employed them.
The Iraqi officials spoke on condition of anonymity because they were not authorised to speak to the media.
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Neither the identity nor the motives of the kidnappers were immediately known.
Turkey recently began launching airstrikes against the Islamic State group in northern Iraq and allowing US warplanes to use bases in southeastern Turkey to strike the Sunni extremist group.
It launched a simultaneous air campaign in northern Iraq against the Kurdistan Workers' Party, or PKK, a Kurdish militant group.
Baghdad has been torn by violence for over a decade now, with roadside bombs, suicide attacks and assassinations occurring almost daily. While kidnapping for ransom has continued, abductions on the scale seen Wednesday have been almost unheard of in the past few years.