The disappearance of two Australian brothers during a surfing trip in Mexico is a concerning situation, the prime minister says.

A search continues for Perth siblings Callum and Jake Robinson, both in their 30s, who are believed to be missing in the Baja California region near the Mexican city of Ensenada.

The alarm was raised after the pair did not check in to their accommodation.

Prime Minister Anthony Albanese said Department of Foreign Affairs and Trade officials had been in contact with the family following the disappearance.

"This is a really concerning situation," Mr Albanese told Seven's Sunrise program on Friday.

"Our embassy in Mexico is working with local authorities as well to try to ascertain what has happened here.

"We certainly hope that these brothers are found safely but there is real concern about the fact that they've gone missing. Their mother is obviously very distressed about this and we just hope for a positive outcome."

Their mother Debra Robinson has appealed for help to find her sons on Mexican social media, saying she had not heard from them since Saturday.

"They are travelling with another friend an American citizen," she wrote.

"They were due to book into an Airbnb in Rosarito after their camping weekend but they did not show up.

"Callum is a type one diabetic so there is also a medical concern. Please contact me if you have seen them or know their whereabouts."

It comes amid news Mexican police had arrested three people in relation to the disappearance.

According to local reports, authorities had detained a woman and two men, with the woman found with a mobile phone that contained a photo that looked like one of the missing brothers.

However, other accounts suggested the trio had only been questioned.

DFAT confirmed it was helping the family.

"Owing to our privacy obligations we are unable to provide further comment," a spokesperson said.

Opposition foreign spokesman Simon Birmingham also expressed concern for the missing brothers.

"Our hearts really do go out to the parents of Jake and Callum Robinson and all of their loved ones, who would be suffering immense stress at this point in time," he told Sky News.

"Their disappearance would be something that is taken extremely seriously by Australian authorities."

West Australian Premier Roger Cook said the disappearance of the brothers was distressing.

"When we do send out young men and women overseas to enjoy that adventure holiday, they invite an element of risk and this is really quite distressing," he told reporters on Thursday.

"I share the concerns of all Western Australians in terms of their welfare."

The Project with AAP.