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Mexican police have arrested three people over the disappearance of two Australians and an American in Baja California, one of the country's most violent states.

Brothers Jake and Callum Robinson from Perth, and American Jack Carter Rhoad were on a surf trip and have not been seen since Saturday, according to the Robinson family.

Authorities have discovered abandoned tents, a vehicle and a phone linked to the missing foreigners.

A search operation is underway along Mexico's north-west coast.

According to local media reports, the tourists were last sighted near a popular camping spot in Punta San Jose, near the port city of Ensenada.

Debra Robinson raised the alarm over their disappearance in a Facebook post on Thursday - appealing for information over the whereabouts of her two sons, who are both in their 30s.

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

"Callum is a type one diabetic so there is also a medical concern," she added.

The chief prosecutor of Baja California, María Elena Andrade Ramírez, has confirmed that a woman and two men are being questioned in relation to the case.

Speaking to media on Thursday, she said all lines of inquiry remained open and that investigators had recovered "tents and other evidence" at the site where the three were last spotted.

Australian and US authorities have been contacted about the case, she added, but warned that "important hours" had been lost in the investigation, as it took a few days for the three to formally be reported missing.

The operational deputy director of security in Ensenada, Jorge Argoud, also told reporters that "a cell phone apparently belonging to one of the missing persons and a vehicle" had been located.

Australian media have reported that the phone belonged to one of the Robinson brothers and that it was found in the possession of the woman arrested in relation to the case.

ABC News said police had used the phone's GPS to locate her whereabouts. They added that she had drugs in her possession and was romantically linked to one of the two men who were later detained.

Located roughly an hour and a half south of the US-Mexico border by car, Ensenada's surfing conditions have long been a draw card for tourists coming over from California.

But the state of Baja California is also known for its violent crime, due to ongoing conflicts among local drug cartels - prompting travel warnings from foreign governments.