The regional branch of the FSB security agency, which oversees the border guards, told Russian news agencies that during a "training exercise" the "two agency employees lost their way and entered Ukrainian territory, where they were detained".
The incident happened overnight Thursday to Friday, the agency said in a statement, adding that it expected the border guards would "soon be returned to Russian territory."
The head of Ukraine's border guards, Victor Nazarenko, said earlier that two men claiming to be Russian border guards were detained without documents after their boat came ashore on the Ukrainian mainland.
Russia and Ukraine have been locked in a bitter feud since Moscow seized the Black Sea Crimea Peninsula from Kiev in 2014.
Moscow is accused of fuelling an ongoing separatist insurgency in other eastern regions of Ukraine that has claimed some 10,000 lives in over three years.
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