Traffic police had stopped a car to check documents outside Nalchik, where the last week's attack occurred, said Alexei Polyansky, a spokesman for the Interior Ministry's southern regional branch.
The two men in the car appeared nervous and behaved suspiciously, Polyansky said, and police later found two Kalashnikov automatic rifles, three hand grenades and two ammunition cartridges in the car.
Prosecutors were trying to identify the men.
Polyansky said police have not found evidence linking the two with the Nalchik attack, but they were being detained while the investigation continues.
It was unclear how many assailants took part in the Nalchik attack, the second this year in which assailants have seized large quantities of weapons from a law enforcement facility in the North Caucasus.
Kabardino-Balkaria is one of the regions near Chechnya where radical groups have driven mainstream Muslim clerics from their mosques and where Chechen rebels have recruited militants.
Militants attacked law enforcement installations in nearby Ingushetia in June, seizing weapons in an attack that left some 90 people dead. A video released later showed Chechen warlord Shamil Basayev and other camouflaged men pulling weapons and ammunition boxes off shelves in a building Basayev said was an Interior Ministry arsenal.
Authorities have said that some of the stolen weapons were used in the Beslan hostage-taking. Basayev has claimed responsibility for the Beslan raid and other recent terror attacks in Russia.
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