"They have been detained for investigation," Gilani said.
Confirmation of Lakhvi and Shah's arrest came a day after Indian police released the names or aliases of nine suspected attackers killed during the Mumbai assaults.
Police said all the men named were from Pakistan.
'Trials in Pakistan'
Gilani said he had no fresh information on whether Maulana Masood Azhar, leader of the Jaish-e-Muhammad group, was among those detained.
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| India wants Pakistan to turn in Lakhvi and 19 others [EPA] |
Both Lashkar and Jaish are banned in Pakistan.
Although neither Azhar nor his group have been named as suspects in the Mumbai attacks, he is on a list of 20 individuals that New Delhi has asked Pakistan to hand over.
Pakistan has come under pressure from the US to co-operate with India in the investigation into the Mumbai attacks.
But Islamabad has said that anyone arrested and accused of involvement in the attacks on India's financial capital will be tried in Pakistan.
About a dozen people have been arrested by Pakistani security forces so far, intelligence officials say.
Most were detained after a raid on a camp outside Muzaffarabad, the capital of Pakistani Kashmir, the officials said.
Laskhar front
The News, a Pakistani newspaper, reported on Tuesday that arrests were also made at offices of the Jamaat-ud-Dawa charity in the Mansehra and Chakdra districts of North West Frontier Province.
The organisation is considered by many analysts to be a front for Lashkar, which is designated a terrorist organisation by the US.
India has said that it wants the US to add Jamaat to its list of terrorist organisations.
Lashkar and Jaish were blamed for a 2001 attack on the Indian parliament that brought the two nuclear powers to the brink of war.