The trio -- identified as Varinder, Anil and Dharamvir -- were taken into custody from Khera village in Jind by a team of Delhi Police, Jind's Superintendent of Police Balwant Singh said.
A raid was carried out at a house of a man identified as Narinder of Bakshi Mohalla in Jind, which led the police to the three suspects, DSP (Jind) Om Singh Balhara told reporters. A Santro car was also recovered.
"No arrests have been made. We are investigating the matter," Deputy Commissioner of Police (South Delhi) Chhaya Sharma told reporters.
Police also questioned Bhardwaj's wife Ramesh Kumari and sons who are living separately.
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A senior police official said the murderers could be residents of a north-west Delhi locality. Several teams are conducting searches in Haryana, western Uttar Pradesh and Uttarakhand.
Police is also investigating whether a female friend of Bhardwaj was allegedly involved in the incident.
Asked whether four people were waiting outside the farmhouse for the killers and they got into the same car, the official said they were investigating it. Bhardwaj had three gun shot injuries in his body.