The troops were seized in the town of Shchastya, near the line of separation.
A video emerged apparently showing one of the soldiers - which it said were members of Russia's elite special forces - saying during questioning that he was a sergeant from the central Russian city of Togliatti.
Russia denies claims that it is sending its forces to help the rebels.
However, it admits that a number of Russian nationals are fighting with the separatists in Ukraine's eastern Luhansk and Donetsk regions.
More than 6,000 people have been killed in fighting which began in April 2014 when the rebels seized large parts of the two regions.
This happened a month after Russia annexed Ukraine's southern Crimea peninsula.
On Sunday, Ukrainian military spokesman Andriy Lysenko said that the two Russian soldiers were captured by the volunteer Aydar battalion in Shchastya, Luhansk region.
He said this happened close to the front line, without giving further details.
Meanwhile, Ukrainian MP Anton Gerashchenko posted a video purportedly showing the questioning of one of the seized soldiers, who was injured during the fighting.
The soldier identifies himself as Aleksandr Aleksandrov - a sergeant in the third special forces brigade.
He says he was part of a 14-member group, naming the commander and his deputies.
The video has not been independently verified. Russia has not publicly commented on the latest developments.
Ukraine and the West have repeatedly stated than thousands of Russia's regular troops are deployed in the Donetsk and Luhansk regions. Last year, the Kiev authorities posted a video apparently showing Russian paratroopers seized in the region.
Earlier this week, Russian opposition activists published a report, originally compiled by murdered Kremlin critic Boris Nemtsov, alleging that 220 Russian soldiers had died in two key battles in eastern Ukraine.
The lull in the conflict in eastern Ukraine since February's ceasefire has been punctuated by frequent violations.
Will the ceasefire hold?
Ukraine's military says its forces have captured two Russian soldiers fighting with rebels in eastern Ukraine.