The Kosovo-born brothers are 31 and 28 years old. They were detained in Duisburg, for allegedly plotting an attack on CentrO shopping centre in Oberhausen near the Dutch border, the BBC reported.
Germany has been on high alert after Monday’s attack in Berlin, which left 12 dead.
Officers dressed in civilian clothing were sent to patrol the mall and a nearby Christmas market after a tip off from the intelligence services, the police said in a statement.
The CentrO Mall is one of the largest in Germany, with around 250 shops that are usually packed in the run-up to Christmas.
It is located in an old steelworks in Oberhausen in the former industrial heartland of the Ruhr valley.
It was not yet known how advanced the preparations for the attack were, or if others were involved, the statement added.
There was also no indication that the Friday’s arrests were linked to the Berlin attack.
A Europe-wide manhunt continues for Anis Amri, 24, the Tunisian man suspected of driving a lorry into the Breitscheidplatz Christmas market in Berlin.
German officials confirmed Amri’s fingerprints were found inside the truck that was used to kill 12 people and wound 49 others on Monday evening.
The terror group Islamic State claimed responsibility for the assault, which would be their deadliest yet carried out on German soil.