A search for the direct production of charginos and neutralinos in final states with at least two hadronically decaying tau leptons is presented. The analysis uses a dataset of $pp$ collisions corresponding to an integrated luminosity of 36.1 fb$^{-1}$, recorded with the ATLAS detector at the Large Hadron Collider at a centre-of-mass energy of 13 TeV. No significant deviation from the Standard Model background expectation is observed. Limits are derived in scenarios of $\tilde{\chi}_{1}^{+}\tilde{\chi}_{1}^{-}$ pair production and of $\tilde{\chi}_{1}^{\pm}\tilde{\chi}_{2}^{0}$ and $\tilde{\chi}_{1}^{+}\tilde{\chi}_{1}^{-}$ production in simplified models where the neutralinos and charginos decay solely via intermediate left-handed staus and tau sneutrinos, and the mass of the $\tilde{\tau}_{\mathrm L}$ state is set to be halfway between the masses of the $\tilde{\chi}_{1}^{\pm}$ and the $\tilde{\chi}_{1}^{0}$. Chargino masses up to 630 GeV are excluded at 95% confidence level in the scenario of direct production of $\tilde{\chi}_{1}^{+}\tilde{\chi}_{1}^{-}$ for a massless $\tilde{\chi}_{1}^{0}$. Common $\tilde{\chi}_{1}^{\pm}$, $\tilde{\chi}_{2}^{0}$ masses up to 760 GeV are excluded in the case of production of $\tilde{\chi}_{1}^{\pm}\tilde{\chi}_{2}^{0}$ and $\tilde{\chi}_{1}^{+}\tilde{\chi}_{1}^{-}$ assuming a massless $\tilde{\chi}_{1}^{0}$. Exclusion limits for additional benchmark scenarios with large and small mass-splitting between the $\tilde{\chi}_{1}^{\pm}$ and the $\tilde{\chi}_{1}^{0}$ are also studied by varying the $\tilde{\tau}_{\mathrm L}$ mass between the masses of the $\tilde{\chi}_{1}^{\pm}$ and the $\tilde{\chi}_{1}^{0}$.