The prisoners made the request during an interview for a documentary film that the organisation, Gyeore-eol Nation United, helped coordinate.
Around 10,000 North Korean troops were sent in 2024 to fight for Russia in its war against Ukraine, according to South Korean and Western intelligence agencies.
"The two (POWs) asked the producer at the end of the interview to take them to the South," said Jang Se-yul, head of the organisation which works with North Korean defectors.
The interview took place on October 28 at an undisclosed facility in Kyiv where the two POWs are being held after they were captured by Ukraine.
"They pleaded with the interviewer to promise she would return to bring them to the South," said Jang, himself a North Korean defector.
Under South Korea's constitution, all Koreans are considered citizens including those in the North, and Seoul has said this applies to any troops captured in Ukraine.
The video has not yet been made public but is expected to be released in the coming weeks, Jang said.
Photos provided by Jang's organisation show one POW reading letters from defectors now living in the South.
"We showed them video messages and letters from North Korean defectors to give them hope," Jang said.
One prisoner had already asked to live in South Korea when visited by one of the country's lawmakers in February.
North Korean soldiers are instructed to kill themselves rather than be taken prisoner, according to South Korea's intelligence service.
Yu Yong-weon, the lawmaker who met them, said the prisoners had witnessed injured comrades kill themselves with grenades.
Sending the soldiers back to the North would be "essentially a death sentence", Yu added.
Pyongyang only acknowledged deploying troops to support Russia's war in April, and admitted some had been killed.
North Korea's leader Kim Jong Un has since met bereaved families and offered condolences for their "unbearable pain".
Around 2,000 North Korean soldiers are believed to have been killed in combat, Seoul's spy agency said in September.
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