The pair from The Times newspaper of London were held for several hours and released without charge.
Police said they been spotted and cautioned on a first attempt and arrested during their second effort to enter the grounds of the stadium complex at night.
In a separate incident, three members of a German television were also briefly detained while trying to enter a seaside Olympic venue without permission.
The incidents occurred as Greece is further ramping up security for the August 13-29 Games, with a budget of more than 1 billion and a massive policing operation set to involve 70,000 personnel.
The United States, Britain and five other countries are advising Greece on how to deal with the threat of a potential terrorist attack.