Anna Ford, a spokeswoman for the British aid group, told London's Independent newspaper that a British and a Somali national working for the agency were abducted near the Ethiopian border Thursday evening.
"We are extremely concerned about the welfare of those being held and urgently call upon whoever is holding them captive to release them unconditionally," she said.
The British Foreign and Commonwealth Office said it was "urgently investigating" the kidnapping, the newspaper adds.
Piracy and kidnapping for ransom are common in the Horn of Africa nation, which hasn't had a functioning government in nearly two decades.
Al-Shabaab, a Somali militant group with close ties to al-Qaida, has declared war against the African Union peacekeeping force in Somalia.
The group claimed responsibility for twin attacks July 11 in Kampala that killed more than 70 people during celebrations for the World Cup.
British intelligence officials said there were roughly 100 British citizens of Asian and West African origin believed to be fighting in alongside al-Shabaab militants in Somalia.
There weren't any claims of responsibility for the abduction as of Friday.