The official who could not be named because he is not authorised to speak to the media says the army had cornered the two in Lexeiba, 150 miles south of Nouakchott, late yesterday after a three-day search.
The two men were allegedly part of a convoy of cars loaded with explosives that had entered Mauritania last week.
Security forces stopped Wednesday morning's attack, which may have been targeting the French Embassy, by firing on the first vehicle as it attempted to enter the capital. The assailants abandoned the second, and soldiers are still searching for a third.