The department said officials in South Africa's mission in Saudi Arabia, which is accredited to Yemen, are following up on reports.
The department cannot confirm whether or not they are South Africans.
Two tourists, believed to be South Africans, were kidnapped in Yemen's central province of Taiz on Monday.
They were snatched by unknown gunmen in front of a hotel in Howban, Taiz province, about 250km south of the capital Sana'a.
Reports from the ground indicate that the area of Howban has been cordoned off, as police have been searching for the abducted couple.
Foreigners are frequently kidnapped in Yemen by al-Qaeda militants or tribesmen, who ask for ransoms for the release of their jailed fellows.
Most of the kidnapped have been freed unharmed.
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