Police said the pair were initially spotted purchasing LEGO sets and immediately returning them without the figures included.
An investigation found the couple visited five other stores on the same day and used the same method, removing the minifigures to receive a full refund.
Police identified the suspects as 29-year-old Adriana Esquerra Gonzalez and 30-year-old Luis Alfredo Quintanilla Pompa, both from Tijuana. They were arrested on suspicion of shoplifting.
The case follows a separate incident in which a man was arrested after authorities said he bought LEGO sets, filled the boxes with pasta and returned them for a refund.
The investigation remains ongoing.