The pair remain incarcerated at Guantanamo Bay, among the last 79 prisoners still held there.
Amnesty International called the hearings "an important step" in determining Romania and Lithuania's role in the so-called US rendition process.
The two countries "have never been held accountable for their direct involvement in CIA rendition and secret detention," Julia Hall, the rights group's expert on counter-terrorism and human rights in Europe, said in a statement.
The cases being heard by the European court based in Strasbourg, France, are being brought by Saudi-born Abd al-Rahim al-Nashiri and Abu Zubaydah who claim they were held by the CIA in secret prisons in the Eastern European countries from 2004 to 2006.
Al-Nashiri, in his fifties, is suspected of carrying out an attack on the destroyer USS Cole in the port of Aden that killed 17 US military personnel in October 2000.
He claims to have been held illegally in Romania from April 2004 to September 2006.
Al-Nashiri says he was subjected to several violations of the European human rights convention in Romania, at the hands of his American captors.
The second complainant, Abu Zubaydah, considered a leading Al-Qaeda member by Washington, says he was imprisoned in Lithuania for a year, from February 2005 to March 2006.
Born in Saudi Arabia in 1971, he was arrested in Pakistan in 2002.
"Mr Abu Zubaydah complains that the rendition process amounted to a violation of his rights," the European court said in a statement.
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