North Korean border guards took control of the ship belonging to the Russian North-Eastern Fishing Company on July 17.
"According to the North Korean foreign ministry, the ship was detained for 'violating rules of entry and stay'" in North Korea, the embassy said on its Facebook page.
Russian embassy officials met the Russian captain and a deputy who were staying at a hotel in the North Korean city of Wonsan, together with the two South Korean sailors, it said.
The rest of the crew is still on the ship in the port of Wonsan.
"All the crew members are in good health," it said, adding that "the clarification of what happened" was underway.
South Korea's unification ministry said the ship named Xiang Hai Lin 8 left the South Korean port of Sokcho on July 16.
The ministry said authorities were working with Russia to "secure our citizens' safety".
The deputy director of the North-Eastern Fishing Company, Sergei Sedler, said the vessel was fishing for crab and travelled from South Korea to the Sea of Japan when it was detained some 55 nautical miles (100 kilometres) from the North Korean border.
"Twice a day they are questioning and searching them in a very harsh manner," he told Kommersant daily, referring to the crew.
Russian coast guards frequently detain North Korean fishermen in the Far East, many of whom use rudimentary wooden boats. Some of them are sentenced to prison.