The arrests of Essam Koshak and Ahmed al-Mshikhs are "part of the ongoing attacks on human rights defenders in the country," the Gulf Center for Human Rights said on its website.
"No charges have been directed against either defender but it is believed that their online activities are the reason behind their arrest," said the group, which has offices in Copenhagen and Beirut.
It called for their immediate and unconditional release.
Koshak has been detained in Mecca since Sunday, the Gulf Center said.
On Twitter, he is pictured against a map of the Middle East and wearing Western dress including a flat cap of the kind popularised by the cartoon character Andy Capp.
Koshak describes himself as a "rights defender" and has tweeted Western media reports about Saudi Arabia. Koshak has also retweeted comments from other activists, including the banned Civil and Political Rights Association [ACPRA].
The Gulf Center said Mshikhs, co-founder of the Al-Adalah Centre for Human Rights in Saudi Arabia, has been detained since Thursday in Qatif, an eastern district dominated by minority Shia.
Mshikhs, whose Twitter account shows him against a backdrop of Nelson Mandela, Ernesto "Che" Guevara and Mahatma Gandhi, tweeted a Nativity scene showing the birth of Christ on Christmas Day along with a passage from the Quran.
The practice of religions other than Islam is banned in Saudi Arabia.
In December, London-based Amnesty International accused Saudi Arabia of a "continued ruthless and relentless crackdown on human rights defenders."
Late last year, the kingdom was elected to a new three-year term on the United Nations Human Rights Council.
Rights groups at the time urged the UN to suspend Saudi Arabia from the council because of the civilian death toll from its military intervention in Yemen.