The two were apprehended overnight in the eastern Siberian city of Krasnokamensk.
Russia's RIA-Novosti news agency quotes investigators as saying the two suspects are from Russia's Caucasus republic of Kabardino-Balkariya.
On 13 October, dozens of armed militants raided police buildings in Nalchik, the republic's capital. Russian authorities said more than 140 people died in the raids and fighting that followed, including 95 militants.
Chechen separatist military leader Shamil Basayev has said he helped plan the attack.
Rights groups and some Russian officials have said most of the raiders were young Muslim dissidents from Kabardino- Balkariya.