The two Tunisian asylum seekers are suspected of having connections with a 29-year-old compatriot, who had killed two women in the French port city on October 1.
Based on an international arrest warrant, the suspects were detained in Chiasso, a town on the Swiss-Italian border.
The Marseille attacker was shot dead by soldiers after he stabbed the women.
He shouted “God is great’’ in Arabic, according to eyewitnesses.
The Islamic State extremist group claimed responsibility for the attack.