A Canadian citizen, his wife and two young children are in prison in Saudi Arabia, says a Liberal MP who is demanding to know why the federal government hasn't done more to free them.

Jim Karygiannis said Majeed Uddin Ahmed, his wife Zareen and their two daughters were picked up by police two weeks ago in Jeddah, where the family has been living for about four years.

Attempts to talk with Minister of State Diane Ablonczy about the case have failed, Liberal Jim Karygiannis says. (Canadian Press ) Canada's Minister of State for Foreign Affairs Diane Ablonczy told the House of Commons Thursday that Canadian officials are working to confirm the family has been detained and to get access to them.

"We are aware of reports of this family being detained in Saudi Arabia," she said.

It wasn't immediately clear what prompted the arrests.

Karygiannis, who represents Scarborough-Agincourt, says the federal government is doing nothing to free the family. At the very least, he said, the two girls, aged 18 months and five years, should be released, regardless of what their parents are alleged to have done.

"There are two Canadian children at risk — one is five years old, the other is a year and a half," Karygiannis said.

"I have tried to talk to this minister privately. I have tried to talk to her officials. Neither the minister nor her officials have been willing to discuss this situation."

Ablonczy said Canadian officials have been in "constant daily contact" with members of the family in Canada, "and we will continue to work for the well-being of this family."