The 19 were seized near the Gilf al-Kebir plateau, close to the Libyan and Sudanese borders.
The group includes five Italians, five Germans and a Romanian, along with eight Egyptians.
Gilf al-Kebir is a giant plateau famous for its prehistoric cave paintings, which featured in the Protected content The English Patient.
The BBC's Ian Pannell in Cairo says local guides have indicated that the Gilf al-Kebir area has become increasingly unsafe this year.
Another group of foreigners was held at gunpoint in February and three of their vehicles were taken.
Egyptian officials say contact has been made with the kidnappers in Sudan, and that they are seeking a ransom of up to $6m (£3.24m).
There has been criticism that the Egyptian military has not done enough to patrol the area despite the increased threat.
These tourist have been probably warned of the danger, but anyway they went in this dangerous area. Tour operators, nonetheless the danger organize trips in these areas.
A ransom is surely paid. who pay this ransom at the end of the day? In this case Italian and German tax payers.
You agree that we (taxpayers) all have to pay a ransom to free persons that willingly went as tourist in a unsafe area ?
In place of criticizing the Egyptian army, maybe better avoid the unsafe areas ?
If you really want to go in these areas, maybe oblige tourist to hire bodygaurds ( not one but more) for there own safety?