The children, ages one and six, were in state custody because of chronic drug abuse by their parents, 26-year-old Ignacio Reyna and 28-year-old Gabriela Pesqueira.
The couple reportedly took the children on Thursday from the office during what should have been a supervised visit.
Police say Reyna and Pesqueira may have fled across the border to their native Mexico.
A South Tucson detective says both parents have tested positive for marijuana and cocaine use.
In addition to a police search now under way for the family, C-P-S is mounting its own investigation into how the children were abducted from the C-P-S office.
Meawhile in Texas:
Child Removal Taken to Task
Tracy Idell Hamilton
San Antonio Express-News
Contrary to popular opinion, Texas should leave more children suspected of being abused or neglected in their homes.
That's the word from the National Coalition for Child Protection Reform, which will offer 25 suggestions for reforming child welfare to state lawmakers at a news conference in Austin today.
"Child removal does not equal child safety," said Richard Wexler, the coalition's executive director. "The only child welfare systems that have dramatically improved child safety are those that have rejected the 'take the child and run' approach and embraced safe, proven programs that keep families together."
Texas removed 13,431 children last year, a rate almost twice that of 1998, according to the NCCPR.
Bolstering his argument, he said, are several studies, including a report in April from Texas Comptroller Carole Keeton Strayhorn on the Texas foster care system, which found incidences of abuse, overmedication, low standards and little oversight.