The Foreign Office (FCO) said it was investigating reports that a British national had been detained in the African country.
The man was reportedly held on the border between Mauritania and Mali as he attempted to cross the vast Sahara desert on foot to join up with terrorists linked to al Qaeda in the Islamic Maghreb.
An FCO spokeswoman said: "We are aware of reports of the detention of a British national in Mauritania and are seeking further information."
Islamists have seized control of northern Mali, including the ancient desert city of Timbuktu.
They have imposed Sharia law, carried out public executions, stoned to death a couple accused of adultery and destroyed mausoleums listed as world heritage sites.
In one case, a 15-year-old girl received 60 lashes after extremists convicted her of speaking to men on the street.
South African Stephen McGown was reportedly kidnapped by Islamists in Timbuktu in November 2011 and is still being held hostage. The extremists are demanding the release of radical preacher Abu Qatada in return for his release, according to reports.
This month, the UN Security Council approved an African-led military operation to oust the Islamists in northern Mali.
The country was plunged into turmoil in March after a coup in the capital of Bamako created a security vacuum.
The plan could see more than 3000 soldiers deployed in Mali for a year.