Richard Campbell and Samantha Bynoe, of Brooklyn, say they were leaving the store after buying items with a gift card when they were stopped outside by two males, who turned out to be Macy's employees.
Court documents say the two claim they were "wrongfully" detained while their belongings were searched before they were allowed to leave.
The lawsuit was filed Wednesday in Manhattan Supreme Court.
Macy's said it couldn't comment on the lawsuit, but said it does "not tolerate discrimination of any kind" within its organization.
Macy's Manhattan store was hit with an actor's claim that he was stopped because of his race while shopping.