The unidentified sources said drug tests on the two female celebrities, whose identities were not reported, allegedly produced positive results, The Star reported Friday.
The source said the actress and newscaster, whose reported ages were 25 and 22 respectively, were arrested at a four-star Kuala Lampur hotel early Thursday morning.
"When police arrived, many of the party-goers were already high on drugs," an anonymous source alleged. "There were also three couples lying on beds, but they were clothed."
The sources said various illegal drugs, including cocaine and ketamine, were allegedly found in the hotel room housing the party.
The Star said the alleged sex party was apparently organized through the online social networking Web site, Friendster.