The incident reportedly happened during half term last month at the St Paul's Out of School Club at St Paul's Church in York.
One of the children's mothers told York Press that the pair of youngsters had gone to the toilet in the basement of the building and had been locked inside after staff failed to do a proper headcount before taking the rest of the group to the cinema.
St Paul's Church, York
The mother said her daughter was left "traumatised" by the incident, particularly because the pair were left in darkness until the group returned from the outing.
The club said it was working with Ofsted to investigate the accusations.
York Childcare, which runs the club at the church, said: "We take our safeguarding responsibilities very seriously indeed and continue to take the advice of Ofsted with whom we are working during its investigation.
"Given that its investigation and our own are not yet concluded we're unable to comment further."