The ATPU said the Tanzanian duo was arrested at Nairobi’s Jomo Kenyatta International Airport (JKIA) on Tuesday last week along with two Kenyans on similar suspicions.
They had been denied entry to Djibouti and were handed over to Kenya Airways security personnel, according to media reports from Kenya.
They claimed that they were en route to Yemen to visit relatives.
An ATPU officer said Tanzanian counterparts confirmed that one of the suspects is on their wanted list.
All four suspects are expected to appear before a Kenyan court once investigations are complete.
Tanzanian police spokesperson Advera Bulimba did not immediately respond to a request for comment from The Guardian.
The passport of the alleged female Tanzanian terrorism suspect (name withheld), as seen by The Guardian, shows that she was born in Tanga Region on October 15, 1997.
Her passport was issued in Dar es Salaam on October 20 this year and, barely a month later, she attempted to leave the country for Yemen.
Details of the other Tanzanian suspect could not be immediately established.
There are reports that ISIS and the Somali terrorism group Al Shabaab have been actively recruiting youths in Tanzania and elsewhere across East Africa.
Recent arrests show the Islamic State's growing presence in East Africa where they are recruiting young men and women for jihad abroad.
Kenyan intelligence agencies estimate that around 100 men and women may have gone to join the IS in Libya and Syria, triggering concerns that some may come back to stage attacks on Kenyan and foreign targets in a country already victim to regular, deadly terrorism.
"There is now a real threat that Kenya faces from ISIS and the danger will continue to increase," said Rashid Abdi, senior analyst at the International Crisis Group think tank in Nairobi.
There are also fears that the threat may soon spread across the East African region.
The problem of eager but often untrained extremists gaining terrorist skills with ISIS and coming home to launch attacks is one European nations are already grappling with, and may soon be Kenya's and the region’s problem too.
The first Al-Qaeda attack in Tanzania and Kenya was the 1998 US embassy bombings and the most recent large one a university massacre in Garissa, Kenya last year. But the ISIS threat is new and as yet ill-defined.