The incident at the World Heritage site near Beijing concerned a man who showed his bottom and a woman who took photos, NTV and other Japanese media outlets reported on Thursday.
Tokyo's foreign ministry said Friday that "the Embassy of Japan in China confirmed on January 3 that two Japanese nationals were detained by local authorities at the Great Wall."
They "were subsequently released and returned to Japan during January", it said in a statement.
The tourists were detained on the spot by security guards and held for around two weeks, the reports said, citing sources.
Exposing the lower half of the body in a public place is against the law in China, according to the reports.
The tourists reportedly told the Japanese embassy they did it as a prank.