An Afghan official had said on Friday the talks were held in an area under the control of the Afghan government in Ghazni province.
"We had the first face-to-face meeting with the Taliban late last night South Korean time," Chun Ho-sun, a presidential spokesman, told reporters.
South Korean officials say Seoul has little ability to meet the kidnappers demands that the hostages be swapped for jailed rebels.
The Taliban has killed two of the male hostages who were part of a group of 23 sent by a Christian church in suburban Seoul on a humanitarian aid mission. Of the remaining hostages, 18 are women.
Afghan President Hamid Karzai's government has ruled out any exchange of prisoners after it came under harsh criticism for freeing a group of Taliban in return for an Italian journalist in March.
Afghan government officials have said force might be used to rescue the hostages if the talks fail, and have sent troops to Ghazni.
The Taliban have divided the hostages into several groups and say any use of force to free them would put their lives at risk.
