HONG KONG — The police in Shanghai announced the arrest of an American woman and her British husband on charges of illegally gathering personal information as part of their work advising foreign companies on investment risks and fraud in China.

The police announcement, issued through Xinhua, the state-run news agency, late on Monday, was the first official Chinese confirmation that the woman, Yu Yingzeng, and the man, Peter Humphrey, were arrested in connection with their work at ChinaWhys, an investigation and advisory company that they founded in Shanghai in 2003. Last week, the British Embassy in Beijing said Mr. Humphrey, formerly a reporter for Reuters, had been arrested.

A Chinese state television news program showed what it said was video of Mr. Humphrey confessing, and the Web site of the newspaper Legal Daily said Ms. Yu had admitted to breaking the law. But the couple have been held in secrecy, making it impossible to say whether they spoke under duress.

The allegations against the couple will probably send a chill through the fraud and commercial investigation firms in China that help foreign investors navigate the country’s business landscape. Some multinationals in China have also come under pressure recently as a result of government investigations and allegations of price fixing and using bribery to facilitate business. The Xinhua report said that “the work concerning the case is still developing.”