Brian Mundubile and Makebi Zulu have been handed over to police and are currently being questioned in Lusaka.
The development marks a new stage in a case that has kept the two NRPUP leaders under United Nations protection.
Police spokesperson Godfrey Chilabi confirmed that Mundubile, the National Reconciliation Party for Unity and Prosperity presidential candidate, and his running mate, Makebi Zulu, are being interviewed by a team of law enforcement officers.
Their lawyers are present during the questioning.
The interviews follow summonses issued to the two opposition leaders as part of investigations into alleged activities which police say have the potential to threaten national security.
Chilabi said police will issue an official statement once the interview process has been concluded.
For now, the key question is what will emerge from the interviews and whether the questioning will lead to any further action against the two leaders.