The FSB said in a statement that the latest journalists to be investigated were from France 24 and Switzerland's CH Media.
Ukraine in August mounted a surprise attack against the Kursk region, taking territory around the frontier town of Sudzha in the first sustained seizure of Russian territory by Ukraine since the outbreak of war, Reuters reported.
Some foreign journalists have visited the Ukrainian-held area since a team from Italy's state broadcaster RAI made the first such trip in mid August.
Illegal border crossing is punishable by up to five years in prison, under Russian law, the report added.
MA/PR