Jalalabad is near the Pakistan border
Sunday Express correspondent Yvonne Ridley was arrested near Jalalabad, a city near the eastern border with Pakistan, on Friday.
A spokeswoman for Express Newspapers confirmed Ms Ridley had been arrested.
Afghanistan has expelled foreign journalists and refused to issue new visas.
'Illegal entry'
The Pakistan-based Afghan Islamic Press (AIP) said Ms Ridley was arrested with two guides and was dressed in Afghan clothes.
It said her head was swathed in a scarf when she was apprehended in the Daur Baba district, about 35 miles from Jalalabad.
The journalist was not carrying a passport and had entered the country illegally, AIP quoted an official in Jalalabad as saying.
A spokesman for the UK Foreign Office said urgent enquiries were being made about Ms Ridley's arrest.
"We are in close contact with the Sunday Express and through them with Yvonne's family," he said.
"We are making enquiries about Yvonne's welfare and any charges that may be being brought.
"If confirmed, we urge those holding Yvonne to treat her well and to resolve the matter quickly."
Sunday Express editor Martin Townsend said: "We understand from reports that it is said that a Sunday Express journalist, Yvonne Ridley, has been arrested in Afghanistan.
"We are seeking an urgent clarification of the exact position and are co-operating fully with the Foreign Office in securing the quick and safe release of our journalist."
Pakistan base
Ms Ridley is understood to have been in the Middle East since the US atrocities two weeks ago.
She had been reporting for both the Sunday Express and Daily Express from Peshawar and Islamabad in Pakistan.
A spokesperson for newspaper later added that Ms Ridley was the paper's chief reporter and was "a highly experienced journalist who has worked in many countries around the world.
"She volunteered for this particular assignment and filed an outstanding and exclusive despatch for The Sunday Express last week.
"Everyone at Northern and Shell and Express Newspapers is deeply concerned and anxious for her speedy and safe return."
'Tenacious'
A former colleague of Ms Ridley told BBC News Online she was not known for taking unnecessary risks.
"She was very knowledgeable, well travelled, had been around the world and was as tenacious as most journalists are.
"She was not the sort of person to take risks but was as hungry as most journalists are to get stories."
Ms Ridley, originally from Stanley, County Durham, is a former assistant editor of the Sunday Sun and former deputy editor of Wales on Sunday.