They have been identified as Abubakar Abdul Aziz, aged 58, and 55-year-old Roshan Hara Abdul Aziz.
They are said to be residents of Wellawatte, Colombo.
The Sri Lankan consulate in Jeddah says a team has been deployed to locate them, reports newsfirst.
The couple’s son Imran Abdul Aziz requests the government to assist in the serach.
More than 700 pilgrims were killed in the stampede near Mina.