Regional police say the two workers, who are believed to be woman, were of Spanish nationality and worked for aid organisation Medecins Sans Frontieres. Their driver was reported to have been shot and seriously wounded before he was thrown out of the car.
"We believe they have been taken to Somalia because the four-wheel vehicle was seen speeding towards the border," said a police official. "We have launched a manhunt and there is a major security operation underway."
Dadaab, the world's largest refugee complex, holds more than 450,000 refugees, most of whom have come from Somalia, fleeing either drought or war or a combination of the two.
The Kenyan authorities have on several occasions expressed fears that Islamist extremists would infiltrate the Dadaab camps from Somalia, as the border lies barely 100 kilometres away.