The group, which says it has links to militants in Iraq and Syria, put out a statement yesterday: "Urgent. Soldiers of the Islamic State captured 21 Christian crusaders".
Egyptian officials confirmed a number of its citizens were missing in Libya.
An image appeared alongside the statement appearing to show several men but none have so far been identified.
Last week a number of Christians were taken by militant groups but some have since been released.
It's raised fears that Islamic State is spreading its influence beyond Iraq and Syria.
The militants said the Christians were taken "in various areas of Tripoli province" but they did not make any demands for their release.