Ms Quintal is the CPJ's Africa programme coordinator while Ms Mumo is the sub-Saharan Africa representative. They were detained while on a reporting mission in the country.
Ms Quintal tweeted that officers who identified themselves as working with the Tanzanian immigration authority detained Quintal and Mumo in their hotel room in Dar es Salaam, Tanzania.
CPJ says officials searched the pair's belongings and would not return their passports when asked.
Ms Quintal and Ms Mumo were then escorted from the hotel and taken to an unknown location.
"We are concerned for the safety of our colleagues Angela Quintal and Muthoki Mumo, who were detained while legally visiting Tanzania," said Mr Joel Simon, CPJ's executive director.
"We call on the authorities to immediately release them and return their passports."