The three are members of Rohingya Solidarity Organisation (RSO) and other Myanmar-based outfits, said Krishna Pada Roy, deputy commissioner of Dhaka Metropolitan Police (DMP) today.
Five detonators, two gel-based bomb materials and 500 kg of explosives were seized from them, police said adding that the arrest came in line with intelligence shared with India.
"We do not have information about as to whether they went to India or not," Roy said. "We suspect that the arrestees have close ties with those accused in the Burdwan blast."
Additional Deputy Commissioner of Detective Branch Saidur Rahman said: "They are Rohingya militants. They have links with RSO, Arakan Rohingya Union (ARU) and Netherlands-based NGO Global Rohingya Center (GRC)."
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The three are said to have confessed that Khalid Mohammed, who was earlier arrested in India in connection with the Burdwan blast, is their ideological leader, the Dailystar reported.
Earlier today, the DMP told media that the three militants were linked to the banned militant outfit Jama'atul Mujahideen Bangladesh (JMB).
The arrests came shortly after a Bangladeshi security team returned home after sharing information on the issue with officials in India.
An NIA team from India had earlier visited Dhaka to probe the blast in a house in Burdwan in West Bengal on October 2. Two suspected JMB operatives were killed and another injured in the explosion.
A member of the Bangladeshi team investigating the case told media that law enforcement agencies of the two countries have launched simultaneous drives in their respective territories to capture over 100 JMB operatives in line with a decision taken during the NIA team's Bangladesh visit.
Last month, Bangladesh Police arrested five operatives of JMB including the chief of its women wing and wife of the alleged mastermind of the Burdwan blast, Sajid.