The three men are being held under the Terrorism Act.
They were arrested in counties Armagh and Derry this morning.
Police in Lurgan came under attack as they carried out an arrest. Reports say officers were pelted with stones and petrol bombs were hurled at PSNI vehicles.
The two soldiers, Patrick Azimkar and Mark Quinsey were killed in the Real IRA ambush hours before they were to fly to Afghanistan.
Two other soldiers and two pizza delivery men were also wounded in the attack.
A prayer service, organised by the Antrim Borough Council and local clergy, was held today near the murder scene.
In a separate inquiry, three men are still being questioned about the murder of Police Constable Stephen Carroll, who was buried in Banbridge yesterday.
A handgun and a quantity of ammunition have been found during searches in connection with the investigation into Constable Carroll's murder.
A 30-year-old woman and a 37-year-old man were arrested tonight Craigavon, Co Armagh in connection with 'serious terrorist crime'.
