The bodies of US citizen Michael Sharp and Swedish national Zaida Catalan were discovered in the central Kasai region, a government spokesman said.
They were abducted two weeks ago after going to Kasai to investigate reports of abuses after local rebels took up arms.
Some 40 police officers were found beheaded in the region at the weekend.
Congolese government spokesman Lambert Mende confirmed reports of the discovery to the BBC.
Mr Mende said that the bodies were found in a shallow grave, adding that "the woman was found beheaded, but the body of the man was intact".
In a statement from UN headquarters in UN, Secretary-General Antonio Guterres said they "lost their lives seeking to understand the causes of conflict and insecurity'' in DR Congo.
"The United Nations will do everything possible to ensure that justice is done," he added.
Earlier, Mr Mende said that two bodies "of Caucasian or European type" had been discovered on the road linking Bukonde to Tshimbulu in Central Kasai.
"As far as I know, no other white individuals are missing here," Mr Mende said.
He later told reporters that a police commissioner had returned from Kasai with confirmation of their identities.
"According to a witness, they were ambushed by the famous traditionalist Kamwina Nsapu militia, who behead their victims," he said.
A third body found in the same location was that of their interpreter, Betu Tshintela.
'Words fail me'
Mr Sharp and Ms Catalan were taken, along with four Congolese support staff, into the forest near the village of Ngombe in Kasai.
The Congolese government is fighting a rebel group which operates in the area and is believed to have kidnapped the experts.
The violence in Kasai was sparked by the killing of traditional leader Kamwina Nsapu, who was leading an uprising against President Joseph Kabila.
Before Mr Mende announced the bodies had been identified, John Sharp, Michael's father, expressed his heartbreak on Facebook.
"This is a message I hoped never to write... Dental records and DNA samples will be used to confirm the identities," Mr Sharp wrote.
"All other words fail me."