The National Center for Missing and Exploited Children reportedly tipped off federal investigators about the couple. The tip led Mexican authorities to arrest 20-year-old Jessica Heird and 37-year-old Edward Leader in Tijuana on Friday.
Mexican authorities reportedly found the couple's 3-year-old son, but their 18-month-old daughter was still missing.
The San Diego Union-Tribune reported that the boy and girl were sold, though there was no word on who paid for the children or what the price was.
A U.S. Justice Department spokesman said Heird is six months pregnant with the couple's fourth child.
He said authorities recovered three of Leader's other children from a different relationship.