"We have two ships in the area and a helicopter and they are continuing their investigation," Harbour told Sky News from the EU force's headquarters near London.
Paul and Rachel Chandler were heading to Tanzania in their yacht, the Lynn Rival, when a distress signal was sent early Friday, according to the U.K. Maritime and Coast Guard Agency.
A resident of Haradhere who said he was a member of a pirate gang - a claim supported by local residents - said eight pirates were aboard the yacht, which was towing two skiffs. The yacht was expected in Haradhere, on Somalia's coast, on Tuesday, Abdi Nor Osman said.
Aircraft from Seychelles and the European Union searched for the couple over the weekend. EU and U.S. naval forces assisted, a statement from Seychelles said.
Leah Mickleborough, the Chandler's niece, told BBC radio they are very experienced sailors who would never deliberately put themselves in danger.
"When you hear of things like this you possibly expect the worst might have happened but you always hope that it hasn't," she said. "You never believe it's going to be one of those things that happens to your family."
Pirates have preyed on yachts before. In April, the French captain of the Tanit was killed during a rescue operation by French commandos. He had been held for six days along with his wife, child and two other adults. Pirates also seized a French luxury yacht in 2008, and two other yachts earlier this year.
Pirates attacks have increased in recent weeks, following a several-months long monsoon season that had made waters too rough for piracy. The pirates are currently holding seven ships with around 150 crew members.
Associated Press writers Katharine Houreld in Nairobi, Kenya and Jennifer Quinn in London contributed to this report.