The couple and the pirates had both been in touch with a number of media outlets recently.
While the couple voiced concerns about their safety and spoke of their ordeal, the pirates made ransom demands in their phone interviews.
Paul and Rachel Chandler were sailing from the Seychelles to Tanzania in the Indian Ocean on their 11.6-metre boat called Lynn Rival when they were kidnapped. A distress signal was sent out on October 23.
The pirates forced the pair to sail towards Somalia after their boat was captured.
The British navy found their empty yacht on Thursday and it is believed the couple were taken to the pirate stronghold of Harardhere, a coastal town which lies within Somali borders.
Among talks that the pirates have had with the media, one included a call to a Spanish television station that was monitored by a EU-led warship, in which Mohammed Hussein, a pirate, threatened to “burn their bones”.
“We are telling Britain that any bullet of our friends on the yacht will be big cries for the families of the two old people we held,” said Mr Hussein in broken English.