Private security guards have rescued a Dutch couple from Somali pirates who seized their yacht in the Indian Ocean.

The pair locked themselves in a safe room when six armed pirates boarded the Capricorn yacht.

Thomas Jakobsson of Naval Guards said six of his guards were accompanying the yacht on a separate motorboat.

His men had a brief exchange of fire with the pirates before retaking the Capricorn with no casualties on either side.

The attack follows the deaths of four Americans last month after their yacht was taken. Last week a Danish family and two crew aboard a yacht also were hijacked.