Former Demosisto lawmaker Nathan Law confirmed the arrests on his Facebook page, saying Wong was taken by police from his home on Monday morning and was being detained at Wan Chai Police Station.
Lau, meanwhile, was said to be be held at Castle Peak Police Station.
The charges are believed to relate to a protest at the Legco complex on July 1, when the building was broken into and vandalised.
Wong, who has starred in films including Lan Kwai Fong and The Menu, was often seen at anti-government demonstrations over the summer.
Lau had organised some of the extradition bill protests.