"I have just received information that they were taken by a red vehicle under armed police escort. The investigating officer expressed shock and surprise when I asked him," Mtetwa told Reuters.
The other activists had been held in police cells around the capital Harare and their status could not immediately be established.
Mukoko, a former newscaster who headed the Zimbabwe Peace Project, was picked up at gunpoint in Harare on December 3. If tried and found guilty the activists could have faced the death penalty, lawyers said.