A weekend newspaper says the Sri Lankan High Commission in Chennai has confirmed that they were being kept at the Pushpal open detention camp at Lakshmi Nagar.
The two were arrested on a charge of violating immigration and emigration laws, remanded and granted bail.
They have been at the detention camp since June 09.
They CID has informed India that they are wanted for murder and other serious crimes.
While under detention, Angoda Lokka had managed to telephone his friends in Sri Lanka and told them they had escaped after getting bail, police say.