Right-handed pitcher Mayque Quintero and shortstop Evel Bastida left the Communist country last week.
Sports Agency Joe Kehoskie Baseball, of Syracuse, in New York, said in a statement the pair were currently in a third country.
The statement did not say where they were or gave any details of their defection.
The agency said both players told Kehoskie they felt they had no choice but to defect after being snubbed for Cuban travel teams, including an exhibition with the Baltimore Orioles in Baltimore and the Sydney Olympics.
Cuba were beaten by arch-rivals USA in the Olympic gold final.
Meagre salaries
The statement said the pair recently were suspended from playing in Cuba over suspicions they wanted to defect.
They have been granted residency status by a foreign country, the agency said without disclosing what nation took that step.
Both players, who played for Cuba's Industriales team, are free agents and are expected to try out for pro scouts in January.
Quintero, 22, was the top starting pitcher for the Industriales last year. Bastida, 23, who bats from the left side, has consistently been ranked as one of the best hitters in Cuba.
Cuba, which prides itself on the all-amateur status of its athletes, treats its best players as national heroes and gives them some privileges such as a car and a good house.
But they are still paid meagre salaries - around $20 a month.
A number of players defect each season, mostly to America where they command extremely high wages.