The Hong Kong-based Asia Times reported that the Canadians arrived in Afghanistan last February and moved to Pakistan after nine months. They received explosives training, the Times reported, but there was no indication of when they would return to Canada.
The Royal Canadian Mounted Police said an investigation was underway.
"Any information that we receive, we look at assessing its credibility and then taking proper actions to ensure that Canadians and our allies are kept safe," assistant commissioner Gilles Michaud, head of the national security program, told AFP.
"If the conclusion is that the threat is credible, appropriate measures are taken."
The report, citing "well-placed Taliban sources," said British, Americans and Germans are also receiving militant training.
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Editor: Priyambodo RH
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