The children were from Pakistan's Bajaur tribal region, TV channels quoted an official as saying.
It was not clear which group has held them hostage but Pakistan army said that deputy chief of Tehrik-e-Taliban Pakistan Maulvi Faqir, who belonged to Bajajur, is now operating from Kunar.
A ''jirga'' or council of tribal elders, have been sent to Afghanistan to seek their release, the official said.
Dawn TV reported that militants had arrived in five vehicles and took the children to unknown destinations.
Tribal elders also asked the local administration to step up efforts for the early release of the children. Regional Khyber TV reported that the children could be used for suicide bombings if the government and tribal elders failed to secure their release.
The parents of the children held hostage have asked the government and the tribal elders to ensure their safe return. A jirga of the main Mamond tribe has been convened to explore ways to rescue the children.
Officials said members of Pakistani Taliban are also active across the border and are launching attacks on Pakistani posts from their bases in the Afghan border regions.