Inspector General of Police (IGP) AKM Shahidul Haque, however, did not disclose the identities of either of the detainees or where they were being kept.
He said they were both physically unwell and will be quizzed after their condition improves.
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Earlier, Prime Minister Sheikh Hasina and the Bangladesh Army said one terrorist was captured alive from the site of the attack. However, the identity of the suspect was not disclosed.
"They attackers) may have some contact with international terrorist groups," he said.
Islamic State has claimed responsibility for the killing of the 20 hostages and two police officers during the 12-hour siege that ended after the army stormed the Holey Artisan Bakery popular with expats in the diplomatic zone here, killing six attackers and capturing one alive.
Hostages who were killed include 19-year-old Indian girl Tarishi Jain. Nine Italians, 7 Japanese, one American of Bangladeshi origin, and two Bangladeshis were also among the people who were killed.
"You have seen the pictures of the slain militants supplied to the media, we have found out the background of four of them," a senior police officer, familiar with the investigation, told PTI, preferring anonymity.
The official added that all the attackers were in their 20s. Four of them came from wealthy families and studied at elite schools and universities in Dhaka and abroad.
One of the slain assaulters was studying in a Malaysian university while his family said they had no idea that he returned home and took part in the attack.
He said the fifth youth who hailed from a village in northwestern Bogra and studied in a madrassa there led the attackers during the Friday night's massacre.
"This Khairul (of Bogra) was wanted by police for the past seven months for three deadly militant attacks in northwestern region...We understand it is him who led the Holey Artisan restaurantattack on that night," the official said.
According to mass circulation Prothom Alo Khairul was missing for the past several months. Bogra police had detained his parents for questioning.
One of slain attackers, private BRAC university student Rohan Imtiaz, was the son of a leader of Prime Minister Sheikh Hasina's ruling Awami League while his mother was a teacher Dhaka's posh Scholastica School.
The family reported him missing in December last year.
Of the five pictures of five bodies provided by police, four appeared to be the ones seen in the photos published by SITE in which the youths were seen smiling in front of a Islamic State black flag.
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